Don't buy music blindly. I normally will download an album and if I like it, I'll buy it. Groups I am a fan of already, I'll only download if an album leaks, and still buy it once it's out officially.
Games, I tend to only buy... and only buy during Steam sales or when various retailers are having sales. Of course, if it's an out of print game, I'll download it without hesitation.
I don't bother downloading many movies, because I flat out don't watch many (and the ones I do watch tend to be a couple years old so they're typically cheaper).
I download almost all of the TV shows I watch because they're either foreign or I don't feel like turning the TV on to watch it at a time that's not convenient to me.
I would download a car. You have no idea how hard I would download a car.