^ All of the above. Many streaming sites also have HD content. ICE Films used to be good for this until Megaupload was taken down.
Not that I care but, if you're worried about legality then limit your downloading to shows that are available OTA.
AF4iK, I really don't care, and I haven't downloaded anything in years, probably since I graduated from university and got a job, and that was many years ago. In my opinion, I can afford that stuff now, so if I really want something I either buy it on blu-ray or watch it on netflix. That's just my take.