Buy a t-shirt. That's the most direct route to actually help them out with as few middlemen as possible.
I would happily wear the t-shirt if I knew that it was in fact the most direct route to actually transfer money to the musician.
My old band is still out there, selling out Red Rocks, and any of their merch that you can buy at the show has the highest margin of anything. This is true for every band from John Mayer to the Avett Brothers to your local Dead cover band.
So help me God, buy a shirt at the show or on their website.