Like quite a few others I use it to get films or old programs that aren't on DVD in the UK (or anywhere), or TV series that aren't shown in the UK. I don't see why that hurts anyone as I am unable to buy the product and I would buy the product if it became available.
I have a few times sampled things too, if someone says something is good I'll sometimes download it and then if I like buy it, if not delete. To some extent that's boosting sales as I might end up buying the series wheras if I hadn't watched a torrent then I wouldn't have. Same goes for some software, and I have to admit some things I'm glad I didn't buy as they were poor or full of bugs and I'd probably have wanted by money back anyway. Again though if it's good enough I'll buy it, if not I'll delete.