I get my music on Bandcamp, if the artist sells it there. They compensate artists far better than Spotify[1], and offer lossless, DRM-free downloads.

Some major labels don't sell on Bandcamp; for those I often buy the MP3s on Amazon. I don't love Amazon, but they do sell high quality, DRM-free music now.

[1] https://pitchfork.com/thepitch/how-much-more-money-artists-e...