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Just because they say "no copying" doesn't really mean it's true. At least in the U.S., where we have a flexible fair use doctrine, merely "running off a copy for a mate" should clearly be legal. In Canada, it explicitly is. I believe that private, non-commercial copying is legal in some other countries as well.
Besides which, mere copying is not the only issue. Say I run a music criticism blog and I want to use a 15-second clip of a song to demonstrate something I'm writing about. Again, this is clearly a lawful use but DRM denies me. Ditto if that 15-second clip is some other exercise of free speech, such as satire or political commentary.
Moreover, many artists really don't care if I use a short clip for any purpose, such as sampling. Again, DRM locks me out.
And of course, DRM prevents me from taking my music where I want it -- I can't take it from the CD to my computer or my MP3 player.
Buying a CD with DRM simply flies in the face of my economic self-interest; therefore, I refuse to support DRM. It may be in a company's self-interest to use DRM, but I'm going to worry about myself rather than Sony (the "invisible hand" -- see Adam Smith, ''The Wealth of Nations'').Gavin Baker, 12 years ago.