My wife and I didn't pirate it, but did finally purchase the entire first season when it appeared on iTunes. This gave us good quality, and commercial free. For a hell of a lot less money than cable and HBO runs in our area. But, now here's of course why so many pirate instead.... we had to wait over a year to -PAY- HBO for the show. If we'd been in any rush to see it (Which the Networks seem to be desperate to have people rush to see their content, given how hard they try to get people to have cable to see it the day it airs) we would have had no choice except to pirate it. Now for us, we weren't in a rush we've got plenty of other entertainment so their show is welcome to sit on the back burner until they make it available. Except here's the thing, now that season 2 is on we're again waiting... which is no problem for us, but the obvious thing would be for HBO to make season 2 episodes available immediately after airing on iTunes. If they did, we'd again be paying for it already! Instead I guess we have to wait until the season 2 dvd's are available... which means that we may not purchase at all if by that time we've found something else to watch or do.
The moral of the story: If you want people to pay for it, then SELL it to them. If you drag it out and keep telling people they can't buy, then yeah they're going to either steal it, or just ignore you.