I'd buy albums, I just don't have the money to buy an album just for one song.
And I refuse to support iTunes, as they make profit just from displaying artist's work. A lot of it also goes to studios and developers, so the actual artists really only make like a dime for every dollar spent. iTunes jumped from 99c per song to $1.29 per song? All for them. The RIAA are the greater of two evils. >_>
I'd rather Limewire and donate directly to artists, but then they'd be like "Why is this guy donating? Oh, pirate."