Reason #1 to not pirate games: Sooner or later, I promise you, you're going to catch some nasty malware or a virus.

I used to pirate and thought I was really good at making sure I was downloading clean files. It only took one mistake that took out my hard drive and OS kernel to make me realize that it wasn't worth it.

That being said, I still don't buy from Steam or other services that require an overhead application. You can find almost any game on DRM free sites like GOG or Gamersgate for super low prices.

I get the OPs frustration. I am oldschool and love having a box, manual and other goodies that we used to get. I hate the new digital bullcrap. But nowadays if I wait for the right sale, I can buy the game at a major discount and print a copy of the map, box and manual at fedex/kinkos for about the same price it would have cost me to buy it off the shelf in the old days. Yeah, that's not the most convenient solution, but it works. And I only do this for the games I really love.