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I don't pirate my brother does though. I don't support pirating... but, I will answer your questions to the best of my ability.

If you steal popular games, you will get caught and a notice sent to you IP provider (atleast in US). Whether something actually happens IDK, I don't think I've ever seen anything happen. My brother uses a proxy server which requires the companies to get a warrant to find out your name, which means its to much work and they won't ever do that. If you steal unpopular games you probably won't get caught. Edit: You seem to have modified the OP I will leave this.

You don't get trophies in all cases (unless they're ingame achievements) but you won't get Steam, Uplay, or Origin Achievements, or multiplayer in most cases. Also, a lot of times they don't get patches, because they have to recrack it, and people just don't. 

 In general especially if you're not buying new releases, Steam or Even Origin is more convenient because you can download it whenever you want, over and over. Which is good if you're messing with gamefiles for modding or reformat your computer a lot.  You also don't have to worry about crappy torrents.