Buy Music And Merch
Buy music and merch directly from artists at shows. Money you spend goes directly to the artists (usually).
Buy it from good retailers like record shops. Their variety promotes discovery and their expertise helps shape community.
Buy it from artist websites. You're still supporting artists, but it tends to be more more expensive due to shipping, payment processing fees, etc.
But it from online retailers that support independent music makers (Bandcamp, etc.). The lion's share still goes to the artist, but you may pay extra for the platform, shipping, etc.
Buy music at all. Musicians provide a service and have bills to pay. Buying a copy of the work they produce gives them a huge incentive to keep making music and helps provide the means to live their life.
But why would you want your own copy when you can just keep paying Spotify to listen to virtually anything? Because owning something cool brings joy to your life and because making a corporation rich off the backs of artist just sucks.