I don't personally download the music, but I own a few CD's of 'driving music' that friends have made for me.

I've also owned a few pirated movies, like LOTR, Finding Nemo, and Pirates of the Caribbean.

I paid the high dollars to see these movies on the big screen and now I own FOTR, TTT, and Finding Nemo (going to get Pirates, when it comes out).

To me, watching the crappy pirated version sates my thirst for the movie till I can own it.