The way we get music is changing. A big first step happened when Apple released iTunes Plus - DRM-free music. But that isn't good enough; lack of DRM infection is confounded with a quality increase, allowing them to charge more for music that you can actually listen to. The selection is also very limited. Even artists that offer some older albums on iTunes Plus (I'm thinking Smashing Pumpkins) have their latest album in the same old broken format.
Now Amazon.com has its own MP3 download service, with DRM-free music, a larger selection than iTunes Plus, and all for cheaper (on average; unlike iTunes, they have variable pricing). Another step in the right direction, but not available in Canada yet.
What I think is even cooler, though, is what some individual artists are doing. Trent Reznor (i.e., Nine Inch Nails) is clearly unhappy with the label he's currently stuck with. After doing some creative new stuff to promote his latest album, at concerts he told people that it was a rip off to buy it; people should just steal it. He then released the raw tracks to the songs on the album and allowed the world to remix it. The best remixes were released, in various qualities, with cover art and everything, totally for free (get 'The Limitless Potential' here).
Radiohead isn't constrained by a label any more. So with similar philosophies to Reznor's, they can put their money where their mouth is and try something new. Check out the web site for their newest album, In Rainbows. If you manage to find your way to the store, you'll see that (in addition to a cool physical collector's edition), you can download the whole album for whatever price you feel like paying for it. You could put in $0.00 if you really wanted to, and get it for free. But I'll be paying the usual $10.00 plus a $2 or $3 tip for being so awesome. This is the way to do things. No matter how much record labels "protect" music, it will be on the internet, for anyone who wants it to easily download for free, weeks before it's even released in stores. Might as well put it on the band's official site, and get some bonus money from the people who are willing to pay (of which I'm sure there are many).
This is the future of music. Record labels are no longer needed when anybody with a computer can create and release music to the world. Soon they'll be as obsolete as their name ("record"? what the hell is a record?). When online music is actually worth paying for, I think people will do so - and that money will go directly to the people who created it.
It's gonna get harder and harder for me to stubbornly insist on sticking with physical CDs.
Update: It looks like the site for Radiohead's new album is sorta broken at the moment. You can still preorder it here though.