My biggest problem with musicians/artists and the whole whether whatever is illegally downloaded is that music is something everyone likes, and could do, and if you're really committed to your art, you would do it for free. If/when you find yourself doing what you love, you do it all the time, and it's not about the money. So I'd pay for a show (because that requires talent and giving me a performance), but not to download, especially when I've paid for it before and somehow the file won't work now.

Plus, you can watch them on YouTube or listen to them on Pandora, Spotify, etc for free.

Pay for shows and merchandise.