I like to buy games to support those who made the game. They put in a lot of hard work, and used their talents and creativity to create something that I get a lot of enjoyment out of. Some games, like Titan Quest, and Vampire: The Masquerade - Bloodlines, for example, where the creators of the game are no longer in business, it's a bit less of a moral dilemma for me to consider pirating such games, since, it's my understanding, that the money I would put forth would not actually benefit the creative minds behind these games. At this point it just goes to the publishers, or ??? Maybe I'm wrong. If you have the money for a game, I definitely say pay for it.
I agree with what ASYLUM101 said about "supporting the games you like", but what relationship do the entities that currently collect for TQ purchases have with the actual creation of the game? It's like paying Michael Jackson for Beatles songs. Sure, he has the "rights" to the music, but had absolutely nothing to do with the creation of the songs. Maybe a bad analogy, but it's the best I could come up with right now =)