Hard to narrow down favorites because my feelings change often, but these 5 have been in rotation most often lately (in no particular order)
- King Woman - Celestial Blues [doom]
- System of a Down - Toxicity [alt metal? nu metal?]
- Violet Cold - Empire of Love [post-black metal]
- Liturgy - 93696 [black metal]
- Thou - Magus [sludge]
And I'll say that I don't necessarily think these are the best albums ever... I don't think I could ever make up my mind about that! Looking forward to seeing everyone else's picks.
Like you I try to support artists by purchasing physical media or releases on Bandcamp. Outside of that I get my music on Soulseek, through torrents, Usenet, and occasionally XDCC. I don’t need lossless files and even if I download FLACs I transcode them to 320kbps MP3 before they go on my iPod anyway. The harder it becomes to acquire music legally the less bad I feel about downloading with abandon.