This is definitely a sign that the recording industry is in upheaval. Radiohead and Nine Inch Nails are two major bands which have elected to go without signing with a record label.

How exciting! I got a padded white envelope today with the RIAA logo on it, and it was not some kind of lawsuit notice. In it was the Protect Yourself. Do It Legally video and with two copies of their propaganda poster:

I have it hanging in my office and am still deciding what to draw on it :-)