Filmmaker Ti West wrote a piece on why you should pay for independent films (instead of ripping them from the net). A lot of what he wrote could also be said about other forms of art (like music) particularly this paragraph:
Every time you purchase something you are making a statement. You are creating physical evidence that something has value. If something has a high value, then it becomes in high demand. So if you make a concerted effort to support lesser-known, interesting and esoteric things (Art?) then you are helping make those lesser-known things more popular. I'm sure we can all agree that there are incredible movies made every year that never get the attention they deserve - That's not the movies' fault. That is our collective fault for not being proactive enough to GO OUT OF OUR WAY to support them.
Read West's entire commentary here.