Numerous studies have confirmed the increased value an individual assigns to their possessions by mere fact of their possession. If you buy a coffee cup for 5 dollars, and then someone offers you 6 dollars for it, the standard psychological response is to reject the offer, despite the fact that you can just buy another coffee cup for 5 dollars and pocket the dollar. I think this is informs this material / ephemeral music issue.
When you can hold your music, you assign a higher value to it because you possess it, the object becomes a part of your identity.
I've never formed that type of bond with an .mp3. Maybe I'm too old, from a different generation? Fact of the matter is I hate .mp3's. Much of my music collection is in that format, but I hate all those files, lists of names. Yech.
So, some type of physical manifestation of the music should increase the value assigned to that music.
I'm sorry I don't have any kind of creative solution to this, though. USB memory sticks in the form of the label's logo, to which you could dl your purchased tracks.
I really wish I could walk into a record shop and buy dubstep records. I really do.