Speaking personally, I concern myself more with ethics than legality - simply because I refuse to abrogate responsibility for my actions to anyone else - be it judiciary, democracy or anything/one else...
While I can understand people's concerns about legalities, we should not allow those concerns to drive our every action. (Of course, I say that as someone with a very firm ethical foundation).
Examples of actions which
might not be
wrong, but might be illegal (some of which have been mentioned) could include:
format-shifting
downloading unavailable works (in whatever media)
downloading/making electronic copies of works you own physically
downloading/making copies of work that is available in the 'public domain' (e.g. downloading a divx of a tv episode of something viewable on a free to air channel)
While the above examples might, in some circumstances, be illegal, they are not, generally speaking 'wrong' - in the sense that they do not (a) seek to profit the recipient or (b) defraud the owner of something to which they are reasonably entitled... (And I know we can debate reasonable for a while
)
(For note - in the second example, it starts to be wrong (IMO) if it becomes available and you don't seek to pay for a legitimate copy).
making copies (in whatever way) for evaluation purposes is also a pretty grey area - probably the best way to determine right/wrong is it it stops you acquiring a legitimate copy if you like it... (This one's contentious I admit - but there's some real rubbish out there, and "try before you buy" is an established approach for many things...).
I'll admit I'm slightly unorthodox in my views, but I'm also happy to debate the ethics of them....