No one looses Anything if you pirate it and buy it afterwards... the developers aren't loosing a customer at all. But those who pirate the games and don't buy the game afterwards than yes thats bad... Pirating is good for testing a game/program. Before you spend your hard earned money on a money whoring company who just makes bad games for money, I don't see a reason why you shouldn't make sure you are giving money to the right developers who earned it.
If you have a lot of money to waste... then be my guest spend all your money on games that you won't be playing for more then 2 minutes..
EDIT: Also I should probably mention that, if you are buying a game from somewhere where you can return it... Then by all means, do that...