When I can't get something because it's no longer being made, or at least not for a sensible price.
Like, old games are fair to copy. They don't even make the hardware for that any more. Sony is making strides with PS+ Extra, but the catalogue there is nowhere near big enough.
I think the music industry has finally got to a point where piracy is pointless. A subscription to pretty much any streaming service gives you everything now. The TV/movie guys are struggling here, and even with three subscriptions, there's a ton of stuff missing. If there was one that had the kind of coverage that Spotify had for like £30/month, I'd pay that in a heartbeat.