I buy a lot of music from smaller labels and from acts that are not household names at all.
File sharing doesn't really hurt indie artists either. An example:
Dispatch gained much recognition outside of New England, without any help from a label, thanks to peer-to-peer file sharing programs such as Napster and LimeWire, as well as word-of-mouth. During their rise to indie fame, they put out four studio albums, which progressed from acoustic albums to more distortioned records. After the release of their last album, "Who Are We Living For?", they began to tour extensively nationwide.
They announced they were "going on hiatus" in 2004.
Upon the announcement of its hiatus, the band scheduled one final concert. The free show was performed at the Hatch Shell in Boston on July 31, 2004. "The Last Dispatch," as it was referred, is said to be the largest concert in independent music history. The original prediction of the turnout was between 10,000 and 30,000. Fans reportedly flocked from Italy, Portugal, South Africa, and Australia among others...In the end, over 110,000 strong showed up to see Dispatch play what was believed to be one last time.
So yeah, without file sharing Dispatch never would have become as popular and successful as they did.
(quotes from wiki)