Always.
I don't pirate, don't want to. I buy games because I want to support the industry, and Spotify / Netflix make it convenient enough for me to obtain music and video content legitimately. Hell, I even keep ads on for Youtube and VGChartz because I want to support those sites.
That said, I do not think piracy is theft, nor do I think it is immoral. On the whole, I think it is the concept of intellectual property that is immoral. Moreover, I do not think IP is a net positive from a utilitarian perspective, particularly when it comes to patents.