1) A lot of piracy happens on Lan-parties, so give away free trials that contain the lan, and only the lan mode. At best it will attract more customers, at worst a couple of friends somewhere had a couple of hours of fun on your cost...
2) Make "buying" worthwile - you know, regular support, booklets, artbooks, nice box gimmicks (I've seen games in the earlier days, where there were entire books shipped with the dvd) - all those things are easy to produce, and give the customer a better feeling than handing him a dvd and a sheet saying "handbook's on pdf". And even giving out free t-shirts will still be cheaper than developing the new 100% piracy-secure drm, that get's its teeth kicked in a week before the release (Hello Ubisoft)
3) Worthwile multiplayer - admittedly won't work for all titles, but simply put, games like starcraft or cod, that draw a lot of their appeal from online multiplayer - why protect them with anything beyond a multiplayer code?
4) Reasonable Pricing - Any 50-60 buck game could easily hit stores for 30-40 bucks instead - only than the publisher wouldn't have like 50% of the selling price as direct gain - give stuff away for what it's worth, getting greedy get's your fans mad.
5) Don't bother- pirates will always win, so a)Be nice, so people will want to support your b)live with the pirates, don't challenge them c) enjoy free publicity, because every single pirate is a potential buyer for the games multiplayer / sequel.