I have found that this can be a divisive topic.
I do not pay for any non-physical content, that I can think of. I have occasionally given money to content creators directly, rather than pay for something. In total, I have probably pirated tens of thousands, if not hundreds of thousands of pounds worth of content. I have only ever bought one digital album, and lost it after about 2 weeks after it disappeared from my iTunes, who then refused to give me the album again because it was a limited edition and they "didn't have it anymore". They didn't give me a refund.
Is that a possibility? I have never received any sort of notice from any ISP in the UK. I've only ever heard of one person being arrested for pirating, and that was because the guy had uploaded every single UFC.