more like "these shoes are overpriced so I'm going get the pattern and start making my own copies of them and share them with my friends". you aren't affecting someone else's possession of something when you pirate it, you are just not paying the owner for a copy.
the argument is around how many of those pirated copies actually represent lost sales (and most people who've looked at the issue and aren't in some way employed by the entertainment industry think it's probably a slim percentage)
as for supporting independents, while what you're saying is probably true for music, independent TV and film as a whole just haven't reached anywhere near the quality. the instances in those mediums of high quality content produced independently are still very much the exception. in music, independents have been producing as good or better than the major labels for a long time.
download illegaly === easy with next to 0 consequence , that's why people do it.
When you buy a soft or a song online you dont buy an object but a license that gives you the right to listen it, if you obtain the song or the soft illegally you are violating that license , and you dont get to chose what the terms of the license is. If you dont agree with the license dont download period.
Do i download things illegaly , yes, but i dont try to justify my behavior with stupid arguments to free my mind from any guilt like you do. It's illegal , be a grown up , at least acknowlegde that fact.
So what if it is illegal? It is the moral responsibility of a citizen to disobey laws they believe are unjust. If I have strong convictions that piracy laws are unjust, not only do I not care if they are illegal, but I will actively encourage other people to ignore these laws. This is just one way of achieving the goal of change.
Your other suggestion is completely right though, we should also be willing to support the artists whose values align with our own.
Oh, come on. We're not talking about summary execution of Muslims or cutting off a child's hand for stealing bread; we're talking about twenty bucks for a movie.
If it is illegal it is illegal , end of discussion , want to change the law ? vote for a change.
FYI illegal =/= immoral , the law has nothing to do with morality. The law is the law , if you want to live in a country driven by morality move to Saudi Arabia and watch the consequences of your stupid statement.