Okay, I will confess and say I have downloaded files illegally in the past, but nowadays I don't download illegally. It certainly is stealing and it's subtracting money from the person who worked hard to publish their file (like a song, for example) and request it'd be obtained via a payment, but then it's going all around P2P networks not costing the downloaders anything.
As for the Megaupload taking down, I think that was a bit wrong. There were those who have uploaded non-pirated files on Megaupload just as a simple cloud solution for file sharing, but because of the DMCA copyright violations on the site, the whole thing had to get taken down. And for TPB, I don't use that site. For one, I'm not a torrent downloader and because The Pirate Bay is actually known for its copyright violations, hence why many ISPs are blocking them.