Little Feat have always been in the very forefront of sharing their music with their fans. Even before the days of filesharing they would release excellently recorded concerts to their fans.
Along similar lines, archive.org is a very nice repository of music from share friendly bands. There is some really good stuff there, and tutorials to get "newbies" up to speed in downloading, FLAC, SHN, etc. Here's a link:
http://www.archive.org/audio/etree.php