I've thought a lot about that as well, but without a result to be honest.
I've "heard" that the stuff bands sell at their gigs (Ts or CDs) go mostly into their pocket, but first, it's just something I've heard and second this is not a real option for purchasing falconer stuff I'm afraid.
Do artists make bigger profit with download sales? An album costs about the same (at least here) wether it's downloaded or bought in a store, but a download has no need for packaging or delivery...
Interesting question anyway.