i have the same issue all the time, though my sources are even more limited as i no longer invest in DRM'd music, so it's basically eMusic, then Amazon, then the Hype Machine for me.
"But more, I’m perplexed. Both of these sites are absolutely brilliant for discovering and enjoying music — shouldn’t the labels and artists be embracing them? Figuring out how to make it work, rather than shutting taking them down?" – you'd think so, but this would make too much sense. the essential problem is that the RIAA is trying to legislate their continued relevance at their present size, which is absurd. the record industry is still needed, just not as they once were. and this frightens and enrages them. on a separate note, i'd love to see the patronage model come back, and can think of a dozen or two artists i'd chip in for.
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