How does one buy music to maximize the money the artist gets?

Does it matter how music is bought, with regards to how much of the purchase goes to the artist? For example, if I buy the CD at the local music store, or iTunes, or the Amazon.com MP3 store, is there any difference in how much the artist gets? If so, which one gets the most bucks to the artist?

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I believe it really depends on the specific agreements that the artist has with their label (assuming these days that they are using one) and the agreements between the label and various distribution channels. I don’t think there is a hard and fast easy answer…

Buying it at their show? (for local acts)

Probably the band’s website is a good place too, I would hope they would put the most lucrative purchasing method there.

I believe that the CD gives the artist the most money.

Paying to see them in concert would be best.