i pretty much the same way.

music: i mainly download music i've had at one time, but had since been stolen, which actually makes it no illegal since i purchased it at one time. music that i dl but haven't owned is usually bootleg stuff (recordings of concerts) and trying to find new artists. i'm not going to buy a cd of an artist i've never heard of (although, i have done it in the past and always ended up with good stuff).

movies: there are way too many movies i want to be able to afford them all. but all the ones i really really like, i buy.

programs: always done that. i can't afford most of the programs, and i dl games to see what they're like. if i really like them or want to play them online, i buy them.