That is a good and hard question (and seemingly got interpreted as a source for winkingly making jokes oozing with irony).
According to copyright laws I technically did copyright infringement before. Ironically it is old cartridges (NES, SNES, N64) I cannot backup myself since it needs special hardware I not (yet) have. Since downloading ROMs counts as "piracy" even if you legally own a legit copy one could argue I am a "pirate" (hate this word for multiple reasons).
When I can backup myself (GB, GBC, GBA, DS, 3DS, PS1, PS2, GC, Wii, Wii U) I avoid illegal downloads.
A few times I did what could be described as "try before buy". More often than not there are no demo versions.
However, I never have any bad feelings or conscience about my downloads. Some copyright laws don't make any sense. I pay for a license (or even multiple) for every commercial game I play. Should be good enough.
The usage of custom firmware and flashcarts for playing games illegally is something I dislike very much.