If you like specific acts, sure. Or maybe some cities take independent venues more seriously than others. Growing up, ok I missed out on getting Metallica tickets because I didn't want to support clear channel (or Live Nation, or TM, etc...), but I still was able to see plenty of amazing metal bands in indie venues.

Another interesting note: Weird Al is playing three venues within driving distance from me. Only one of them is selling tickets through TM.