I like to buy vinyl first and foremost. One of the best places in the Chicago area to buy vinyl is Reckless Records. They have 3 locations in the city. One in the downtown/Loop area, on the north side near Wrigley Field and one just a few doors down from the famed Double Door. The place is run by music enthusiasts and the staff generally has a good knowledge of what they stock, even for lesser known bands. While they do carry stuff by mainstream artists, they're main focus is on the smaller and unsigned bands and labels. They have a good selection of both new and used and sell CDs in addition to the already impressive selection of vinyl.
My next two stops where I get my music, and its the bulk of my purchases, is online directly through the bands and/or Bandcamp. I'm an on the go type guy. It's impossible for me to bring my vinyl with me so I have to load my iPhone up with music to listen to. I like supporting the little guy as much as possible. I start with the band's social media sites to see where to get it. My favorite place is through Bandcamp. I can order my vinyl and get my digital download for my iPhone at the same time. FLAC is my preferred format due to it being lossless so I can convert it to any format I want (mp3 v0 is the format I use for my phone). Backups of the lossless are kept in addition to the mp3 files I make.
In the case that a band doesn't have a Bandcamp page (which surprisingly is quite a few), I check to see if they have Bigcartel or similar site for ordering . In the case that a band is signed to a label, I use the same process but look up said label.
There you go. It's not the most exciting way but that's how I get it done.
-Soda Bill
