I actually do pay for an artist if I like them and want to support them.
Those odd torrents and stuff usually don't have the music that I listen to (a bunch of jazz and classical stuff) so I sometimes buy them.
My dad did the napster package for a month where you pay a single fee and you can have unlimited downloads for that month you payed for. He then has the ability to transfer the files to his zen micro for free since it supports the transfer of the license agreements. Napster is great because it has EVERYTHING you can every imagine and it's very very quick.