Lately I've given up pirating music altogether, and I was never a fan of legal MP3 downloads. It's gotten a little better since iTunes removed their DRM, but I'm still not a fan. The only time I download nowadays is if I need one specific song and can't be bothered to buy the album.
There's just a certain charm in a CD collection that a digital music library can't beat. It's the whole collecting deal, if you have all the world's music within the reach of a couple of clicks, that takes the fun out of it. I guess I just find some kind of satisfaction in seeing that pile of CDs grow ^^
Oh and Spotify ^^ If it wasn't for Spotify I'd still be going with "try before I buy"-piracy. Seriously, god bless Spotify.