I personally buy all of my new games. I only "pirate" if the game is so old that I can't buy it anywhere.
Of course, I only try to buy games that are GOOD. I research a game, I watch videos, I play demos, I read reviews, and I pay attention to who a developer is and what their previous releases were. I compare what I hear and know to what I usually like (or at least what I'm currently in the mood for) and I make an intelligent purchase.
I am sometimes wrong, though. I paid money for Doom 3, and never finished it. I bought Neverwinter Nights 2 and it sucked. I bought Oblivion and never finished it, or even played it much (may pick it up again soon).
I may be a college student who only makes maybe $12,000 a year, but I'm not going to waste my time and electricity downloading a game that may be garbage. I can suck it up, work at my job, save some money, and buy a game if I want it enough.
And on a side note about movies : if you complain that a movie sucks, some theaters will give you your money back, or let you see a different movie. I wish I had done that when I went to see Happy Feet... Two hours of my life I'll never get back...