Disclaimer: (Although I address this post in the first person it is not intentionally directed at anyone in particular, just the ideas behind it, as I realise I do get a bit stroppy and rant-y)
Well, I think it's a bit hypocritical to say "I have no intention of buying this game so I'm going to pirate it" If you care enough about a game to decide to pirate it then you care about it enough to spend the money. Otherwise go and either pay for something else or entertain yourself with things you've already bought. If you have no inclination or intention of playing a game, then don't play it. Either you don't want to play something, in which case you'll do something else, or you do want to play a game, in which case you should pay for its use, because you are using it. I really don't see a middle ground in that issue.
For the second issue "I couldn't afford it" Well boohoo. Sorry to be crude and unfeeling, but you do not have any right to play the game or experience it's content unless you pay for it. If you cannot afford a game, then go and do something else. The developers and designers put a lot of effort into their work, and deserve to be compensated for the use of their work. Technically speaking there is an overall loss experienced on a holistic level, as when you were playing your game you pirated for free, it stopped you from occupying yourself in other ways, some of which you may have paid for, so those people lose out. Also you are supporting the pirates by using their site and downloading their material, allowing them to keep in business, but there is no immediate or overt loss or damage that you can immediately percieve caused by your one act piracy, and that's why it becomes this grey moral issue. The problem is not that you are doing direct harm to the developer by downloading a copy of their game, it's that your actions lead indirectly to other actions that will cause the developer to lose out (you suppport the pirates, allowing them to pirate more games, so the devs lose money. You do not need to purchase other games to occupy your time, so the devs lose money, and you don't know for certain that there would ever come a time where you would decide to buy that game, which is a potential lost sale.)