It really depends on what it is for me. If it's a TV show that you have easy access to on TV or DVD, then I don't. However, if it's an anime (subbed or RAW)that you can only get unless you
a) live in Japan
b) by for way to much money off eBay
c) download illegally
Then I would have no other choice than to illegally download it. Same with if it's music. If it's something that's sold at you're local Wal-mart, why steal it? Why not support the musician by buying their music? However, if it's very old music that is hard to find in stores, or, again, only in other countries, you'd have to download it.