Step 1

Try the legal sites compiling the MP3s that bands post on their websites.

e.g. 3hive for indie/experimental/folk/hiphop

musicportal for indie/metal/doom/grind

3hive is great (my personal fave) because it just builds and builds everyday but all the tracks that you can download are all put into styles - country, hip hop, slowcore, electronica etc. You basically read a couple of lines about the band and then download it if you fancy the sound of it. And you don't feel guilty about the MP3s because they're all from the bands' actual sites.If nothing shows up then go to step 2.