I don't pirate music - I've previewed music to see if I liked it, but I've always gone out and paid for the CD. Physical media is better than an mp3 as far as I'm concerned.
I don't pirate games, but I've been burned more than once with paying for new releases - either the game was falsely advertised and key features were hopelessly broken on release, or the drm on the legit game prevented me from playing it. Every oldschool medal of honor game I had to noCD crack because the Warchest Bundle I paid for, in a highstreet shop, would not run; insert disk - no disk recognised blah blah blah. Same with COD2 on my current machine - multiplayer works fine, but the single player campaign asks for the disk and when I insert the disk, the game asks for the disk/disk not found etc etc.
Silent Hunter 3 broke my CDR drive with its rootkit Starforce DRM that caused the drive to constantly spin up and down and up and down. I paid for the game, then had to pay for a new cd drive, so I had to run it with a nocd patch.
All the games I've played through Steam seem not to have any of these problems, though I'm not especially thrilled at paying retail prices for a game that I'm effectively only paying for a 'subscription' via Steam - that's what the t&c stated anyway. Also, I don't get to have a retail boxed disk, and it relies on having a decent internet connection to play anything (yes yes offline mode in steam.... but you still have to be able to get online to set offline mode. Last time my broadband connection failed I couldn't play any of my steam games for that reason).
Steam - it's convenient, but takes away some of your ownership of the content in the ways I've outlines above. So, swings and roundabouts for me.
I suppose one of the main advantages with games (or software and music or anything else you can buy for that matter) these days is the ability to see gameplay and in-depth reviews on youtube etc, where you get a gamer perspective of the product instead of an industry pr advertising campaign saying how great their game is and having to take them at their word. Past experience has taught me that their word is at best unreliable, and at worst outright lies - I'm looking at you, medal of honor airborne. Damn you EA and your lies; that was the last game I pre-ordered (based on my loyalty to a franchise as a long-time moh spearhead gamer).
Being able to see an honest review on youtube from various channels has meant I've not spent money on a game that's not worth it and it hasn't cost me a penny to find that out. So in many ways, youtube has removed the need to preview a game to see if it's any good or not before you spend your money, and seeing as most developers don't release demos anymore (never mind 'early access') ...with youtube the need to 'pirate before you buy' is largely irrelevant now.
Software I pay for. Unless the cost is prohibitive. Ie Autocad or Revit - If I had 5k to shell out on those I probably would, but I don't... I use paid versions of these every day at work. But I cannot afford the cost of Revit at home in order to teach myself how to use the software - I can't be arsed with faffing about with the trial versions or the student versions of these either as I'm learning something new over several months, not just previewing this years latest features for 30 days on software I'm already very experienced with. The caveat with this is I am not using the software at home to earn a living (ie. producing working drawings for a client and billing them for my time), were I doing so, I'd certainly pay for it - and learning to use the software at home translates into a shiny new license seat paid for at work. So Autodesk gets their money one way or another.