I'll be honest and admit I still download anime. It's either that or wait months for the series to come on DVD, and not all series get licenced - especially here. But I buy as much as I can afford - a year ago I had 3 series on DVD, now I have about 30. And I've subscribed to Crunchyroll as well - so while I do still download (mostly the new series) I buy when I can get my paws on it.
Sadly, unlike with games, SA gets badly screwed over - visit Crunchyroll via a US proxy and see how many more series they have available compared to watching directly from your own PC. Try visiting Funimation's channel - can't even watch that.
As far as games go, my last pirated title disappeared off my shelf a good couple of years ago, and everything on my PC is legit.