I check these sites in the following order:

1. https://bandcamp.com/

2. https://us.7digital.com/ (https://ca.7digital.com/ for fellow Canadians)

3. https://www.hdtracks.com/

EDIT: Also discovered Quobuz has a shop where you can download albums as well https://www.qobuz.com/ca-en/shop

Not sure about movies or TV shows, but I buy songs on Bandcamp fairly often, though that's more less limited to indie bands (not strictly true but true enough).

Honestly though? I just buy CDs on eBay and rip them to FLAC, and stream them to myself with Jellyfin. CDs are DRM-free (meaning no potential legal issues stemming from breaking DRM), and are already digital so a conversion to FLAC incurs no quality loss. I use a Blu-ray drive, but USB DVD drive can do the job just fine and can be found for less than $20 on Amazon. Also, CDs can be had for fairly cheap because no one wants them anymore, especially if you buy a bunch at once.

This setup works fairly well up until around ~2016 music, when it becomes harder and harder to find CDs for albums released after that.

I've become kind of a grumpy old man who doesn't like much new music, so this works well for me. I still use YouTube music for music that I haven't bought CDs for yet, but I'd say that around ~80% of my music streaming is coming from my Jellyfin server now.

For music, Bandcamp and Qobuz both offer FLAC. iTunes store and Amazon both sell DRM-free downloads as well (though with lossy compression).

For video, there's never been a DRM-free store, unfortunately. Your only option there (besides hoisting the black flag) is to buy DVD/Blu-Ray releases and rip them yourself.

Someone please correct me if I am wrong, but I think iTunes doesn't put any DRM on the albums you buy from there.

Folks are saying Bandcamp, but surely that's only for the few indie artists that are on there (in comparison to the wider music ecosystem covered by Spotify). Please explain if I'm missing something here.

So I think a better answer is Qobuz[1], which I recently tried. I had a pleasant experience, where I downloaded DRM free FLAC files. I will use it again, but sparingly, as the cost adds up on top of the Spotify subscription and in comparison to piracy.

[1] https://www.qobuz.com/gb-en/shop

For tv and movies you're basically hoping they had a DVD release. All the options options to "buy" are essentially one time fees to stream it on various services or when you get a download it will have HDCP drm on it. I can understand why they don't offer drm free versions because I would give them away like candy to my friends but it's mostly all available pirating anyway so I doubt it really matters.

Many record stores also sell digital editions of (new) vinyl releases, see for example:

-https://hardwax.com/

-https://clone.nl/

-https://boomkat.com/

iTunes Store has been DRM free for music for a very long time. Still have it for video though.

Buying is a lot harder than pirating these days. Just join RED.

i buy cds and blu rays. there's a program called "makemkv" that allows you to make digital backups, including things like commentary tracks.

extra bonus: blu rays work in a ps5, so i can just do that instead of trying to figure out the stream setup.

many vinyls I purchase come with a digital code for drm free mp3 download.

iTunes Store.