This article is a bit old, but it's interesting as it discusses the breakdown of the cost of a music CD and Wal-Mart's alleged "battle" with the music industry over pricing:

Wal-Mart Wants $10 CDs

Honestly, I could care less about Wal-Mart vs. the music industry, as to me that's synonymous with "Hitler vs. Satan" - you're getting anally deflowered either way and that's the least of your problems.  However, I do find the breakdown of the cost of a music CD to be quite fascinating:

This breakdown of the cost of a typical major-label release by the independent market-research firm Almighty Institute of Music Retail shows where the money goes for a new album with a list price of $15.99.

$0.17 Musicians' unions
$0.80 Packaging/manufacturing
$0.82 Publishing royalties
$0.80 Retail profit
$0.90 Distribution
$1.60 Artists' royalties
$1.70 Label profit
$2.40 Marketing/promotion
$2.91 Label overhead
$3.89 Retail overhead

So, artists get $1.60 for every $15.99, or 10%.  I've always heard numbers like these get thrown around, but I didn't actually believe them until now.