This is an interest of mine too. Especially the HBO and Showtime series. They usually have great music that I end up purchasing too.
Besides the official sites for the shows, I use Epguides.com
(
http://epguides.com/CriminalMinds/ ) or TV.com or IMDB.com.
That's where I found a message board post talking about the song over the end credits of last night's episode---Patterson Hood's "Heavy and Hanging."
http://www.imdb.com/title/tt0452046/...nest/149487962
http://www.amazon.com/Murdering-Osca...5620088&sr=1-1