Well for everything except games, it really is wrong to download it. However I'm not against it, as it really isn't too big of a problem for most industries that make such incredible profits off of relatively low-cost actions.
Games on the other hand I feel don't have enough "demo's" nowadays, reviews can't be trusted, and a LOT of games are overpriced for the content provided.
Just-to-try it is an excuse honestly, but considering all the games I've personally been dissapointed with and returned/rented, I can understand the mentality.