Not sure why using the internet allows you to maintain self-respect. Surely the only way to do that is to refuse to purchase anything that infringes the copyright laws of wherever you live.
I've spend a fortune on legitimate recordings since 1970 (not sure how much of what I spent ended up in the creators' pockets, but...). But I've also made cassettes/CD-Rs of friends' LPs/CDs and of library copies. I've bought Andorran releases and, more recently, downloaded MIA recordings from the likes of Rapidshare.
So I have to throw my hands up and admit moral weakness.