To be honest I think this kind of practice is kinda outdated. Most people I know buy their music digitally, and are still supporting the music scene by legally purchasing digital downloads. Physical copies are becoming less of a demand because like Pete said, they are generally more expensive than digital downloads (as you're also paying for the packaging, cover art, and distribution), less convenient, and not as efficient in terms of sustainability. And I don't have a problem with this at all, I buy most of my music digitally. It is just the way society is going.
As far as supporting record stores, over here there aren't really many independent record stores that specialise in purely music. There are mostly chain stores that sell music (CDs) as well as DVDs and other audio/visual devices and items. They are in no threat. All of the smaller, independent record stores I know of make their money by selling obscure stuff that you can't get online, concert tickets, and other merch.
__________________
|