Generally stuff like Steam games I'll pay for, especially now that I can afford it. I have no qualms with people pirating things if they can't afford it, like teens, students, between jobs, on social security, people living in a country with an undervalued currency. To me it's not stealing, it's expanded access to knowledge, and unlike stealing benefits companies who get much better reach and recommendation than if the price tag (or stupid DRM) stopped them from trying.
When I do pirate something, I often treat it as a demo, like I can play the game to get the feel but no/limited networking features, no updates etc.. I don't like having to pay and refund something if I was just going to try it out. If a friend wants an idea of how a game is like, I give them a copy I bought after removing DRM if I can. Often times they go and buy their own copy because it's a cool game, when they don't it probably wasn't interesting enough to complete.
Sometimes there are just too many middlemen taking a cut here and there that I would rather obtain something in contravention of copyright then provide value back to the creator more directly if I could. Steam, a rare exception for me, justifies their value through their robust update, social, modding, Linux supporting ecosystem.