A lot of people don't pay for music because a) it's ridiculously easy to get for free online, b) the artists don't see very much of the cash from music sales, and c) they just don't think of the implications.
I'm not going to preach- I've obviously got a vested interest in this, but if you're at all interested in another point of view, read on!
It's true that we see very little money from sales of our music. It's also true that a big chunk goes to management and our label. So why should you still pay? Our label, like any label, fronts HUGE amounts of cash to bands to record, produce CDs, send us on tour, etc. There is no guarantee they will get their money back. Our label has done more for us than you could imagine, and their portion is well deserved. For every artist a label makes money from, there are several they lose money on.
Also, part of how labels and radio stations decide how to allocate their resources is record sales. Sales. Traceable sales. Not pirated downloads. If you want to see your favourite band on tour, buy their CD so the powers that be can see that people are into them, and they will send them out on tour, radio stations will pick up their songs, etc. It will snowball.
Yes, there are a lot of unsigned bands that tour their butts off and record. The vast majority of these bands do so at great personal expense, and the strain gets to be too much. Inevitability, without support most of these bands break up. You've all seen it...very common.
You want to keep the music scene alive? Pay for your music. The artists don't get a lot of money directly from it, but it will help the band out in so many ways that most people don't even think about. And it will help that band come to your city sooner rather than later.
If you want to keep artists on their toes and make sure you don't pay for one good song and 9 filler songs, go ahead and download it first. If you like it, buy it. That's my piece.