A lot of people buy their music in digital online format nowadays, which allows them to simply download the music – either as simple files, or via a service such as Apple iTunes or Amazon MP3 for example. The biggest advantage of digital downloads is that the album you buy is immediately available. People are no longer used to wait a few days for their music to ship.
This is also why you should make your digital downloads available for free to all of your fans who will be buying your CD or your vinyl LP on your website.
If people buy music on a disc, then they should be allowed to download the record from your website too, so that they may enjoy your music instantly while waiting for their album to be shipped.