Bandcamp is pretty great. I usually stream from their app but you can download music you buy in a bunch of formats.

I like their writeups they do sometimes (like a "best doom metal from Texas" deep dive)

They do Bandcamp Fridays sometimes where they yield their share of the sale to the artists.

I've also had artists write back a few times when I put a comment in the box when buying stuff. Most notably an invite to a show they were playing once.

They did get bought by epic though so they're not indie anymore. A bummer. But epic hasn't shit it up yet so far as I know.