Well, I mean, lets look at the big picture here. You wanna buy the games to support a company, but there are also games you wanna play that aren't available to you (yet), then pirate the game, play it, and when it comes out cough up the dosh for it. If it never comes out and you still wanna support the devs, then buy a game from them you already own. Morality issues solved.
In fact, there are a bunch of Japanese devs that are OK, with Western fans pirating and translating their games as they know they'd never be localized anyway. 1st example would be Alicesoft.
In all honesty though, barring Retro games and imports, the only games I pirate are for handhelds, and honestly, it's out of comodity. Having ALL your games in one console when you are on the go is so convenient. I actually support digital distribution for handhelds as it's something that should have been done ages ago. Piracy on home consoles is a bit of a **** move though, especially when you can buy them off ebay at a low price. However, keep in mind that the devs don't see your money from used games either...
On PC however, where you have Steam, anyone who pirates is scum. Steam is revolutionary and something Nintendo and other companies HAVE TO adopt.