Press CDs. Contact a company like Disc Makers or Oasis Disc Manufacturing and send them the MP3 files of your original music. These companies will press your CDs and send them to you; you can sell them right out of the box.
Make your music available online. Digital music sales are rising as CD sales fall, so capturing the online market is totally necessary. Companies like TuneCore, for a fee, will make your music available for purchase at iTunes and Amazon, something record companies usually handle for you.
Use your live show as a marketing tool. People are more likely to buy your music if they see you at a show and get to meet you firsthand. For this reason, play as many shows as possible to increase your earning potential. Announce during your sets that you have original music for sale. Make sure you have an attractive merch setup at your shows with your music, whether it be on CD, vinyl or digital download cards, easily viewable in a dark club.
Visit local music stores. Many independent music stores allow local independent musicians to display their music for sale. Ask the owner if you can sell your CDs there either for free or for a percentage. This won't guarantee any sales from someone who've never heard of you, but if someone saw you at a show and liked your music, they may buy it if its at the store.