I've always illegally downloaded music. The only music that I buy is when it's a CD, and most of the time it's just GaGa. If one of my other faves comes out with a good CD though, I'll usually buy it. Now that I have Spotify I just stream most of my music, and illegally download the rest that isn't on there.
I've honestly never understood the extremely casual attitude people have towards illegal downloading music. You wouldn't just go and steal food or clothes or even a physical CD from a store. Why is music any different?