For PS2 and sometimes psp I still buy Japanese copy and pirate an undub to play (that is for JRPGs but they are also the huge majority). I'd flash my 360 in an instant if there were undubs of the English-only JRPGs.
Then there are the games I download and try and don't play for more than an hour because they are crap and given that time to evaluate the product I wouldn't have bought the game anyway.
Movies I prefer to see on the big screen, but I pirate a whole lot of anime and jdramas and why wouldn't I. I don't want to buy (read: usually import) that on a dvd, I'd watch it on telly if it were there, which it isn't in this part of the world.
I have pirated only a small number of music cds, the reason being that I bought most of my cds before I started downloading stuff. That being said, they are all ripped and I haven't touched the cds in years, it's a lot more convenient. It's just not worth selling them on Ebay because I wouldn't get a good price for them. There is the option to buy as mp3s nowadays but why would I bother when if I wanted to pirate a cd I could download it in .flac and make a mp3 of that if needed? I couldn't care less for that particular industry, artists get more monetary support from a concert ticket than from their whole discography legally bought.
And yeah, some years ago I'd strictly pirate a lot of JRPGs, imports were hard to get especially without a credit card. I'm still in the process of filling in some of the possession gaps with Japanese originals, and of course those are second hand, the majority of this stuff is already out of print.