Personally I've got a huge collection (probably around 50-100?) PS3 games, legit. Most have been bought on sale for 10-15€ during multiple years. Some new, some used. A big collection of PS2 games too, legit. A few Wii/DS games, a huge collection of PC games, all legit. Mostly I buy games that are on sale, rarely pay more than 25€ for a PS3 game for instance.
I do have a biggish collection of Wii/PS2 games on HDDs next to the consoles. Most of the games can't be run on PAL consoles (import games), so keeping the discs available next to the console vs HDD is just a more practical issue.
Music downloads have been pretty much zero for the 3 years that I've been using Spotify, be it legit or pirated downloads. Most radio stations play the big hits on such a small playlist that the songs get boring quite quickly, and Spotify has a huge selection of songs from pretty much every genre imaginable.
Now that Netflix arrived to the Nordic countries, quite a few new series and movies are available (for free till the end of the year!). Only series that I still download are How I met your mother and The Big Bang theory. Because I can't buy them even though I'm willing to pay for them. Thanks goes to licensing/blocking content outside the US.
Not trying to be a complete A-hole, but saying that someone "has to have the latest games/movies/whatever" is interesting in quite a few different ways. Just imagine having that one game (say Zelda TP) and your neighbor has a newer one (the new Skyward Sword). Why shouldn't the person wait a while to be able to buy the game and then play it? Or possibly loan the game from the neighbor? Now change the words game into cars. You have an old Lada and your neighbor the newest and fastest Audi. What would the situation be now?
If it's not relevant and physical objects aren't comparable to IP/design/games/etc, go to China for example. You could probably buy a locally made exact copy of the new Audi. Do the people actually making the new tech in the Audi earn a small compensation for the R&D of the new car design? The patent system is f'd up in many ways, but no one, I mean no one, can say that the time and money invested in new innovative markets shouldn't be compensated in one way or another.
Not sure of people's income levels and work situations on the 'Temp, but I study full-time and work part-time. I earn around 1000-1500 € per month (including 3-4 months of full-time work during the summer) while studying around 40 hours per week and working around 10-20 hours per week. I probably pay more tax (income tax around 20-25% for my small income, VAT at 23% (pretty much all products around), production taxes, etc) than most of you. Also living here is very expensive (easily 400-500€ per month for a single room with an integrated kitchen + bathroom).
Rambling, rambling. Too hard to write down now, need sleep...
To sum it up IMHO: Piracy is ok if there is really no legit option available. If the only reason for piracy is not wanting to pay, piracy should be frowned upon. More (cheap!) legit alternatives are popping up for music and TV/movies (gaming is still somewhere far away compared to the other forms). If you want to enjoy the entertainment (indeed this is what it's all about, entertainment), why not at least try the services and see what it's about?
If the services aren't available in your region, try contacting different companies and tell them your interest. In the mean time, show interest in the shows/games/whatever. Maybe that will show companies your true interest. Illegal downloads are also a way to monitor market interest for certain products
ps. One of the best articles on piracy and it's possible gains via TorrentFreak:
http://torrentfreak.com/best-selling-author-turns-piracy-into-profit-080512/