All the time.
The reality that it essentially equates to theft doesn't bother me as its statistically unlikely I'll ever be charged with the theft. In all honesty asides from maybe 4 or 5 games that were particularly mind blowing, I haven't paid for any sort of digital content in over 12 years.
Conversely half of what I download, I only download because it is free. I would not waste actual money on it.