..been extremely rocky. His experience with TVT, especially, was pretty terrible - to the point where he worked with one of the mastering engineers to sneak two 'secret' tracks onto the original release of Broken, since the album's producer said 'no' to them. It's been said before: the fact that he's made enough money to continue producing his own music (and the music of artists he respects), then distributing it himself, is the reason this works. Same with Radiohead. He can make his own publicity due to his fanbase (full disclosure: I'm a member of that fanbase). On top of that, he's got good instincts for marketing and hype.
I will third the recommendation that you download the first 9 tracks; they will convince you to immediately surrender $5 for the other 27. It is very, very good stuff.