What prompts you to buy new music, especially music from artists you're not familiar with? One of my favorite ways is to pick up on a thread or a review of an artist or genre that sounds interesting, and then head over to www.allmusic.com to read about them and similar bands. I often then buy a CD from the ones that sound most interesting and have received high ratings at that site. It isn't bullet-proof by a long shot, but I've found a lot of good music I wouldn't otherwise necessarily have found.
What's your strategy?