Well, as we speak I'm downloading AC/DC DVD's. But, it's legal. Some bands are "trade friendly" and allow you to download bootlegs of their concerts. Most bootleg sites go with an argument that they don't show any DVDs of commercial concerts (say Led Zeppelin's The Song Remains The Same Performance, or Live at Donington by AC/DC).
As for movies, it depends. I'll go on BitTorrent (usually a day or two after the release in cinema) and see if a copy of the movie is available. If I've heard mixed reviews about the film then I'll download it and see if I like it (usually by watching the first 10 minutes or so). If I do, I usually then go to the cinema and watch it for real. If I don't, I just delete the movie.
So you could say I'm in the middle.
But I never go in the street and buy a bootleg there; then you know the quality will be poor. Sometimes a bootleg quality can be excellent!
- G