Step 2
Then I would tend to try elbo.ws if it's a band that might be getting some recognition recently in the past couple of years, say.

Elbo.ws compliles and orders all the MP3s that have been posted by any Mp3 blog that has registered with them. You can search for an artist and you're almost sure to find some Mp3s and the links to the blog posts that "advertised" the tracks.

If you're not sure what an "Mp3 blog" is......it's a blog that regularly has MP3s available to download for free. Normally the idea is to promote the band rather than pinching their music.