if you want to support an artist go to the show and BUY MERCH at the table! almost all of their income comes from that. the importance of buying a T-shirt at the show cannot be overstated and sometimes you get to say hi to your idol, too
(Even the okay-quality merch is a waste, since for most artists I'd want to support, I don't identify with them enough to display that stuff, so it's again just buying to put away and eventually throw away.)
What I want more than anything is for bands to just sell me a damned CD. I've lost track of how many times an artist I want to support doesn't release their music on CD. I'd even settle for DRM-free flacs, if it costs less than a CD.
High quality sheet music would be cool. Lindsey Stirling is the only artist I can think of that does that though. Rasputina used to at one point.
I live in New Orleans, that one of the few place where is see artists in the street living from their art. Paying rent by playing music.
None of them have a 360 deal. And their is hundred of them just in New Orleans.