If I would buy it, I consider it unethical to download it to save the money. If I wouldn't, my Utilitarianism side is kicking in and it's actually MORE ethical to pirate than not. I also see no ethical problem with trialing something even if it's indie.
I something is "I don't like enough to buy, but would play if it was freeware", that's the grey area for me. My Utilitarianism side says pirating it is the correct decision, but there's a part of me that doesn't agree.