I always try to buy as direct from the artist as possible. In the case of many synthwave artists like Droid Bishop it seems Bandcamp is the most direct way and they get a good chunk of the money from the purchase as opposed to other avenues like iTunes. So, I always suggest to people to see if the artist in question has a Bandcamp or equivalent account on a site where they can get the majority of the money from the purchase. Otherwise, buy a CD as you state or even some merchandise when they're on tour since they get quite a bit of the money from that as well.