If you wanted to support the artist the answer is buying concert tickets and $40 tshirts. Physical and digital sales/streaming are a drop in the bucket for a music arists income; you really burn the label when you pirate content. Cue RIAA “you wouldnt download a car, think of the artist” propaganda.
This is genre specific, and artist's popularity specific. I listen to a lot of smaller bands whose tours are almost never less than 2-3 hours from me. Plus, I don't really care for concerts anymore.