buy cds. buy music downloads (maybe? i'm not sure actually if digital music sales on like itunes and amazon mp3 have the same impact as buying cds). pirate music. if you don't have space to store music locally and want to stream, make sure you pick a service that actually pays artists fairly.
tidal reportedly pays reasonably good royalties on streams, but i've read that qobuz (https://www.qobuz.com) pays four cents per stream to artists, which from my own research appears to be massively above what any other platform's paying.
notably, you should avoid spotify.