I don't pirate software, and the only movies I download are ones I've generally seen 1-2 times in theatres already, and want a copy of it
As for music, I download a shitload of mp3s, but also own a fair amount of CDs from artists I really like, and go to tons of concerts (2-3 a month), which I feel supports the artist a lot more than paying their record label for their album.
This statement by Courtney Love backs this up:
http://dir.salon.com/tech/feature/20...ove/index.html