Shareware? Use a keygen.
Try-and-Buy shareware? Patch it.
Since you can patch, crack or get a valid key for any program in existance, it's much easier to do it this way than buying it. Not to mention it's a whole lot cheaper
I do buy software, like DW UltraDev, but often I don't because it's so difficult to buy software you can't get in the shop (I don't have a creditcard yet).