I download music because I like such a variety, and there are so many groups that have several cd's, but only 2 or 3 songs worth paying for on each one, so out of 5 or so cd's you actually get one worth listening to.
I don't often download movies except to watch them, then I usually delete them. If I liked it well enough to keep it, I buy it - most movies I d/l I've seen several times before, and can usually find at Wal-Mart for < $10. Again, sort of a "try before you buy" scenerio.
Software is an interesting deal. For Linux, I d/l everything, by virtue of the fact that it's free, legal, and pretty much the only non-specialty place that you can find massive amounts of software for Linux. For Windows, I have purchased most software that I use frequently (most of my games that I play, WinXP Pro (bought when I was a student...

h: ), etc.), but for programs that I use on occasionally, such as Office XP, Photoshop, and other programs of that nature that cost more than I make in a paycheck, I don't necessarily pay for, or I have someone on the inside pick me up a copy for dirt cheap... (it pays to live near Microsoft...

)
Basically, it comes down to what I can afford. If I use it a lot and can afford to buy it, I do. If I can't afford to buy it, I will accquire it some way, some how, and if I keep using it, I go buy it. Kind of like the old Shareware days...