Most rock bands are shallow, but a few have been intellectually stimulating as well as musically developed.  I think of groups like Pink Floyd, The Who, and U2 (and there are others - have a cup of coffee with me sometime and I'll talk your ear off!).

Add to the above list the UK group Radiohead.  There new release, In Rainbows, is exclusively available via download (through the band's website here). 

All innovative marketing involves risk.  The risk Radiohead took was that fans could download the album and pay whatever they want.  It was a calculated risk and I think it will payoff.  This is because Radiohead has a track record, critical acclaim and a fanbase that will take the offer and pay what they think is fair.

Whenever a leader emerges with a marketing approach that works others will follow.  Looks like this is happening with the "download and pay what you want" - Nine Inch Nails, Oasis and Jamiroquai are considering doing the same ( reference here).