Buying a t-shirt gives more money to an artist than several years' worth of you streaming their music online.

Spotify started off great but is now a total ripoff to artists since it got in bed with the major labels, trading stock for a larger cut of ad and subscription revenue.

You aren't any better for using Spotify and not torrenting. Make sure to support your favorite artists when they perform near you, and buy merch. Support small-time and local artists. That is the best thing you can do for the music industry.