iTunes is DRM free, you can easily move the MP3 files to any device (even ones that have never had iCloud access).
I don't buy physical as I would wear it out playing the only track I would want to listen to on the album (as often it's only 1-2 songs I am actually interested in.
Often Pirating can come with not only risk but also can be not the best quality out there, the easiest pirating method I know of getting music is finding the song on YouTube and that is defo not studio quality.
I know not much will go to the artist but this is the best I can do without the money or ability to go to there shows and not enjoying Streaming Services.