I use earphones. Unlike the rest of my family, I am considerate enough to recognise that not everyone shares my tastes or, even if they do, don't want an indistinct racket in the background whilst they're trying to do something. It's rather irritating that I'm the only one in this house who knows what a pair of bloody earphones are.
I get my music from various websites; I keep an eye on a couple for albums, and I get a lot of single tracks off Youtube. I will occasionally buy something off iTunes if I can't find it anywhere else, but that's getting rarer and rarer these days. I have an iPod touch, but I only use that when I'm travelling or in bed.