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I do both, but nowadays there is so much being released and not all of it is on a physical media. I often buy digital on bandcamp if it is someone I really like. I have to limit how much I buy each month on vinyl otherwise I will be bankrupt! I pretty much exclusively buy on bandcamp now. Some releases though I will only listen to on Spotify, if there was another platform that supported artists better I would switch.
eskay-
I think what you're doing is the 'best' one can do. Tidal pays the highest royalties out of the streaming services, but it's still very low ($0.01 per stream) so realistically, if you were to switch it would make very little difference to the artists you listen to.
The way I see it is that Spotify has really just replaced music piracy for a vast majority of people. And artists getting some money is better than them getting no money. And hopefully those streams will translate into real fans, who will buy merch, tickets and music on other formats.
Also FWIW, I don't have a problem with Spotify charging for what is essentially a display ad. This has actually been a feature of the service for a long time, but it was only available to Spotify's advertising partners i.e. the major labels. So all they've done is open it up to more people and maybe the financials won't work for most artists/indies, but at least having it available to them is better than it being restricted to the biggest labels and artists.
If/when they start charging artists for inclusion in playlists that would be a problem.
jackincaves
I think the short answer is buy their music and go to their gigs.