I pirate games. But not in the way one would expect, you see, if a game I'm interested in is available on the PC, I'll download it illegally, if I like it, I then legally purchase the game. But only if I like it, for example, I didn't purchase Civilization V after pirating it, because it was painfully dissapointing, it was obvious they half-assed it. However, I did purchase Fallout: New Vegas, Cryostasis, and STALKER: Clear Sky after playing them and experiencing their awesomeness.
Basically, if I want to support the developers for taking the time to make a great game, I will. If I want to say 'fuck you' to a developer for half-assing the game and releasing it either half-finished or with and overall lackluster feel to it, like Firaxis did with Civ V (Seriously guys, what the fuck were you thinking with that!? Were you on goddamn crack when you were developing that!? What the fuck!?).
I also download the game if I've already buyed it, but want to play it right now, for example, I just ordered Fable 3, it's going to take 30 DAYS for it to arrive, if it was available, I'd download a pirated version to play while waiting.
Also, just a little bit of interesting information, pirates aren't getting their games for free, the internet costs money, and downloading things adds to the original cost, especially when it's a big download. So you're still paying, just a little bit less.