Music Marketing Author and Course Instructor
I recommend you watch this outstanding presentation from Techdirt’s Michael Masnick on Trent Reznor’s online marketing techniques.
Key points: engage your fans directly, provide variable products and pricing (including a hi-end deluxe package), use free music as a way to collect fan email addresses, and create an ongoing connection with your fans both online and offline.
Also check out the great ways (via YouTube, Flickr, and fan remixes) that Trent is working to get his fans to interact directly with him via his Web site, and his innovative usage of BitTorrent technology.
Some good examples of bands that have NOT had major label support in the past using these same techniques as well.