Yeah, I know, I know. That's the worst part of copyrighted media - even if the owner isn't making any effort to sell the product, getting it without a licence is still piracy until the day the owner officially releases it to the public.

Personally, yes, I do download stuff (games, music, movies, ...) I cannot find for purchase, and I do download some stuff to try out before purchasing (say, games where no demo exists and I want to see how much it's worth for me), but GOG doesn't condone such behaviour, so I don't link to it or say where to find it.

A. Some nice sales pop up on GOG at times if you're patient. They just don't have the catalog, and probably can't swing as many big sales as early and as often, because they're not the biggest dog on the block.
B. Mods? Where we're going, we don't need mods... (Seriously, GOG is a pretty cool place)
C. It's always better to get games here when you can. The GOG downloader opens when you need it, and you can axe it when it's done loading, and it's out of the way, and you own your game. I sometimes delay or totally avoid buying games with DRM if I might otherwise buy them here. If they think they're losing money to pirates, someone has to show them that they lose money to DRM too.