With very few exceptions (in Pop) I want to have the whole work of art (including order of tracks and liner notes) and not pieces. That's the main reason I buy CDs.

One good reason (profit for the artist) has been mentioned why some buy directly at concerts. Let me tell you a good reason not to buy at a concert. Often I have been disappointed by a CD from an artist I loved to hear live (didn't like the additional instrumetns on the CD or that artist just was best live and not on tracks). There are no listening options at concerts. That's why I never more buy at concerts unless I know other recordings of that artist. In that case I happily give him or her the additional profit of direct buy.

Wolfgang