I know what you mean kevin, i only use Kazaa as a way to discover new music- if i couldn't d/l music i wouldn't have been able to experience all of the wonderful music i have and i would have had to have stuck to the UK music scene.
I always buy the CDs of the people i really like, and the only time when i wouldn't do that is when i only like 1 song- in which case the CD blatantly wasn't worth buying in the first place.