Firstly, that's depriving the STORE, and secondly, as long as they lose nothing, of course I would!
Right... Now, first, a couple things;
First of all, is the "I wasn't going to buy it anyway". There are seriously things I pirate that I would NEVER think of buying. They lose nothing from that. Now, how about the things I pirate and buy? I've given them money for that! Or how about the things I'm unsure on? What if there's an album that could be total crap? If I pirate it, I can see if its good or not.
Not to mention the fact that artists themselves make next to no money from the sale of CDs, so Piracy is in most of their best interests. I can make more arguments for other things too.