Personally, I buy all my downloaded music if it's available, heck I rarely do downloading. I much rather go and just buy a CD and if I need to, I'll find samples first. Though, that's not so much an issue these days, since I seem to like everything. As for the games, I am lazy and it's just way too much work to download, really it's just as easy to go to the store and buy it. Lastly, I think demos are a bit like the 30 seconds samples online for music, too short to completely make up your mind, but they do help.
All in all, I wish the companies (both music and games) would do something that would resolve all of this. I really don't think there would be much more in way of pirating even if there were no CP whatsoever. All it would do in the short term is make it easier for the pirates to get it out, but it will anyway, so why should we suffer in the meantime. That said, in the long term it would make it easier on us, the legit customer for making backups and removing the need for NOCD/DVD patches. A win-win for the consumer, not so much for the greedy people that want to milk every little thing into millions and billions of dollars. They are still making something since they do have options in regards to the pirates that don't effect us the way they do now. Go after the right people...
Oh well, I'll keep on dreaming for such a day!