Yes, I wish I could pay for what I downloaded. But I can't. The best option I could find was to buy the paperback as well, so some of my money would trickle back to them. But that's mighty stupid and totally not environmentally-friendly.
I did try to pay an author directly once (the late Ian M. Banks) but he send me an angry email back saying even if he got money from me, I was robbing his editor and distributor, and I should just buy his book normally - which I would, if that didn't entail leaving an undeserved cut to effing Amazon.
Buy the book from an indie bookstore. They exist, and if they don't have it, they can order it from the publisher.
You should know that electronic distribution doesn't save much money - most of the retail price of a book is in the writer, editor, publisher and retailer. The money spent printing it and distributing it is around about 10% of the retail cost in the end. We've made the book supply chain super efficient in that way. Even electronic distribution will only save 10% at most - the costs of the trees, paper, printing, warehousing and transportation.
And Banks is right - his editor deserves quite a bit, but so do people down the line. A writer only produces the text. You need editors to edit the text (depending on the author, this can be significant as it goes through many revisions), typesetters to actually format the text into paragraphs, pages, lists, chapters, and set up the table of contents, indices, etc.If there are illustrations, they need to be drawn and created (writers may sketch the illustration but someone has to make it actually real), etc.
Your local independent bookstore is the best bet for stuff like this, and you may have one closer than you think. They won't have Amazon's selection, but they will have access to be able to order in any book Amazon can get, and many even will ship. You want to support the author? Buy from an indie bookstore. Or get it from a competitor like Barnes & Noble.
And indie bookstores I've found aren't all that more expensive most of the time. Sure sometimes Amazon has a book $20 cheaper off list price so get it there (Amazon is likely taking a loss), but I've seen it where Amazon was more expensive. I'd say 95% of the books I buy come from my local indie bookstore. They know me by name, and the manager even tells me when I show up "I don't think I have anything for you", usually because I choose to place another order with them.