I've been a streamer of television since about 2004. Most of my TV watching comes from the US, and since it either takes an age to get to the UK, or doesn't arrive at all, I don't feel any guilt in streaming this way.
I used to purchase all of my my music on iTunes until Spotify came out. Now I just listen to it online, and use my iPod when I'm out of the house for whatever reason. Sometimes I'll use Grooveshark, but only if I can't find something on Spotify.
With films, I have a real issue with streaming/downloading those. The only times I've done it are when I've been completely unable to find a copy of the DVD in the UK. And it's only ever been for relatively obscure films like Harlan County USA, Long Day's Journey into Night and Safe. If there's any other way to obtain them, I'll always go that way, as I'd feel extremely guilty otherwise.