I try to buy CDs from Amazon.com. I still rip them into FLAC myself, but the AutoRip feature is nice for automatically having the MP3s in the cloud in case my normal MP3 player runs out of juice and I want to keep listening to my music with another device. I will occasionally buy the download, no CD, if it's a band I don't know well yet, the price is good, and there are exclusive tracks, like I did with Austra's album.
iTunes tends to be my last resort, but of course I'm a sucker for exclusive tracks, so they do make it into my purchase history.
