In the old days (da 80's) it was all through friends, usually loaning and copying tapes... in fact my first 2 metal albums I ever heard in my life were given to me by a neighbor, Def Leppard Pyromania and Quiet Riot Metal Health... changed my musical life. Since I'm into metal you couldn't hear much on the radio where I grew up, so you only ever got exposed by word-of-mouth. Headbanger's Ball was actually good back then too, before MTV went completely to hell... that's where I first heard Iron Maiden, still my all-time fave. More recently I've discovered all of my favorite European & Power Metal bands through the internet, mostly discussion forums, which I would then hunt down and listen to online, Blind Guardian and Stratovarius being the prime examples there... never would have heard of them otherwise.