While I haven't seen vinyl at performances, I've seen plenty of CD's. My family enjoys attending shows given by smaller indie acts in areas such as folk, jazz, and classical. There's often a merch table with CD's to buy. We often buy them, then I take them home and rip them onto an NAS.

I've asked some of the musicians flat-out: Which way of buying your material will get the most money directly to you? The answer is always: Buy the CD. Of course I can also make donations, and have done so.