Mine has always been music. I don't really download a lot of it as much anymore. But I am registered to a dirt cheap MP3 site where I pay $1.22 for an entire album and then download it.
Games, I used to have pirated but I've got so damn many that it defeats the purpose. I've downloaded hundreds of ROMs of old games and gotten some DRM-free stuff from DDL. I'm set for life on games.
Movies, I don't pirate. I've built a steady collection just by thrifting alone for dirt cheap movies, not even burned copies.
Books, I mean if I really had the ambition to, I'd pirate. But I honestly prefer having the books in my hand and I can get them for cheap.
Shows, same as movies. I thrift a lot and that neutralizes the need for me to pirate.
Software, yeah I still occasionally will pirate if there's a program I'm not going to sink some $$$ digits for or some poor sap out there wanting to charge $70 for a "lifetime license" for a software of a tool I'd need desperately for something I want done and I'm not gonna wait a lifetime for to finally afford without buyer's remorse.
So, music and software is all I'm after because I love music above all other media.