Spotify, so, technically I "rent" digitally? (Haven't bought a physical copy for music in a long time.) There are the occasional tunes I'll download from iTunes, if I can't get it on Spotify, but that's pretty rare now.
Are we talking about downloading a song the legitimate way, where you actually pay for it? Or are we talking about the scumbag way and pirating it for free? I'll download songs off of iTunes if I dont want the actual full album, or I'll buy the physical copy of an album in a store if I love the whole thing.
Either way, fuck no to pirating and illegally downloading music.
It depends on the album. Sometimes, I really want a physical copy, but most of the time, I download it digitally so that I can enjoy it immediately and take the music with me on my phone. I don't tend to go shopping much and always prefer to listen to music before I buy it (when I haven't, I have ended up with CDs I dislike, which just clutters the house and leaves me with less money than I had before!)