I don't feel bad at all about pirating. That said, I don't pirate that much.
Back when I lived in Argentina, I pirated more games, because they were sometimes difficult to find and way too expensive.
Right now I live in Germany, here getting games is easy and not so expensive, but again, sometimes some games are difficult to find (mostly because of REGION LOCKING).

The thing I most pirate is anime, because it is convenient. You get it in day one and with little hassle.
I like the concept of Crunchyroll and the like, but I must say I don't really use it.

Sometimes I just pirate because I am not certain if the given product will be good for me, and it is too expensive.
If I end up liking a given product, even if expensive, I try to buy it. I don't follow laws exactly but my own concept of morality.

I think that the most important reason for piracy is lack of access. In the shape of unavailability of stock, lack of support of a certain market, REGION LOCKING.
The second relevant reason for piracy might be excessive price for a given product, e.g. in Argentina games are not only difficult to find (short in stock) but their prices tend to be 2 or 3 times the price of a game in Germany. Fortunately, services like Steam and so make things more even lately.

I am not exactly against piracy, but I think if you like something, you should buy it.
If you buy something you like, you are both paying the development of said game and sending a signal to the market saying "make more games like this one".