We buy CDs and then transfer/download it to the phone. However it is surprising how many people still buy vinyl and record players as my wifes cousin has a hifi shop and his business is booming!!
Now I download my music, so I can access my music from any device I use and it is easier for my OH. I used to have CDs but sold and gave to charity. I did have a vinyl collection, but because I prefer easy access to my music and being able to repeat a song easily, they had to go too!