Nor me either. I don't see it as being any different than shop lifting, quite honestly. But putting morality aside, I like to have a quality product not a piece of old tat.
I won't go into the morality, I mean I pay to go to the cinema quite a lot, but I know that doesn't make it right.
In terms of quality though, as long as you wait for the DVD/BluRay releases then the download is identical to the physical copy. And if you have a HDMI output on your laptop like mine then there's not even a need to move the file over to a compatible player.