I'd agree. With spotify, last.fm and youtube, why use illegal downloads as a "discovery" method.
Spotify is current in the beta stage and not open to the general public. last.fm is only good for 30s of a track, or stumbling across a new artist. When you want to know whether an album is worth buying or not it's not much to go off, even if it plays one full track to you, there's still another dozen you have no idea of. Youtube has past it's peak in usefulness IMO, lots of videos are getting removed or their soundtrack disabled or aren't available to view because I'm in the wrong country. With roadrunner records, I can't watch any of their videos uploaded in the last year. Then there's the subject of quality which can make some tracks not even worth listening to IMO.
These services have only really gained popularity in the last few years, before that there weren't many other legit alternatives (only myspace that springs to mind). Not to mention the fact that these services can take time to add music and in some cases never will either due to licensing issues or not enough demand. If I were to go with the illegal method I could probabaly have the entire discography downloading in a few clicks and much better quality, if I were to use legal alternatives there's a chance it'll be much lower quality, or only a few songs, only 30s of a few select songs or nothing at all. It would be foolish to suggest there is no benefits to looking to illegal downloads.