I'm a DJ and have bought something like 500 records in the past 4 years. Maybe 100 of those are rock, just for personal listening. I've also bought a number of cds. I've also gotten anything popular by exchanging music with friends. These days I've been doing a lot of research and picking up older, more critically acclaimed albums that I haven't gotten by exchanging music with friends like Husker Du, Neu, Morphine, Hash Jar Tempo, or Pop Group. Kinda obscure stuff none of my friends have. I don't like downloading music except from pay sites like itunes or junorecords. I try to stay legitimate by purchasing music, but validate trading with friends because music has become a hugely social thing.
I used to purchase cd's pretty often when I used to use a cd player but now that I have a ipod i tend to just download it. I do miss having the hard copy of the music but I just can't really afford every thing I would love to listen to. I do still purchase them if its really rare to the point where the cd i am looking for isn't available for download online.
I usually use Itunes. The artists get a cut, I get my music and everyone goes home happy. I would get the physical article more often (I have a decent cd and vinyl collection already, I'd say about one third of the music I buy is hard copy) but I don't live in a metropolitan area and its a 30 minute drive to the shop. But considering the number of shows I go to it evens out in terms of supporting artists.
I bought 3 albums this year, and it feels great to support an artist I really like. But yeh, i mostly torrent most of my albums and download my songs.