When I was working away from home on a contract, someone passed me some torrented copies of Firefly. I bought the DVDs after that and I know people have bought copies after borrowing the DVDs from me.
Also, sometimes I just can't wait until the powers-that-be release the TV series in my country, or get around to broadcasting it. I'd rather torrent the episode the day after the US broadcast, and then get the DVDs later to see the voice-overs/extras. (Heroes is one, currently The Big Bang Theory is in this category).
Additionally, sometimes the pirated versions are just better than the official releases. Especially if you speak a non-English language, and some kind people have subtitled the torrent for you.
Not just to mention the sometimes the stupid DVD menu navigation just sucks; a DVD +R with avi files are much more convenient than some three-level deep crap.