The answer is: Not very damn much. Check out this Rolling Stone article which does a breakdown of where the money goes when you spend $15.99 for a CD:

$0.17 Musicians' unions
$0.80 Packaging/manufacturing
$0.82 Publishing royalties
$0.80 Retail profit
$0.90 Distribution
$1.60 Artists' royalties
$1.70 Label profit
$2.40 Marketing/promotion
$2.91 Label overhead
$3.89 Retail overhead

Of the $1.60 the artist is making from the sale of their CD, they have to pay out for recording studio fees, and other miscellaneous costs, so they basically wind up with little to nothing.

The next time anyone gives you crap about legally importing music from Russia, and taking advantage of good exchange rates rather than line the pockets of the RIAA, show them the numbers above. Then tell them that if they really want to "support the artists" they should go see a live show and buy a t-shirt on the way out, because the artists aren't making shit off that CD you bought.

I'm really curious to see what the breakdown is for iTunes Music Store. It costs about the same amount of money to download every song on a CD from them as it does to buy the actual disc, so I assume that the breakdown is the same.