Back around the start of the millennium Napster became a thing and suddenly every song was fair game. I cannot stress how cool it was to be able to find a song and hear it on demand.
I did however feel some guilt about taking songs for free from my favorite bands at the time. So I came up with some ethical standards I could live with. One of them being "If I downloaded more than 3 songs off a single album, I should buy that album." After that I took stock off my mp3 collection and began purchasing CD's to back fill what I'd downloaded.
The first band I started purchasing albums from was Metallica, and then they sued Napster.
I haven't spent a dime on them or listened to their music since. At first it was a conscious decision, but then after a year or so I realized I just didn't care about their music much anymore so it was easy after that.