I don't buy CD's either. I don't even think I have a CD-player out here somewhere... the radio and I share quite a bond
because of that, I collect all kind of information about them, and that also (usually) has influence about my opinion about the artist. Though there are songs I never heard but I am pretty confident in saying that I'm going to like them.
Regardless, I have yet to listen to them. I'm still working on Green Day, and I only recently finished one of the albums of Guus Meeuwis (Dutch artist, probably my favorite Dutch artist) while I am trying to find the right time to start on the one of James Blunt, the Rasmus and some more of Bryan Adams.