Virtually everyone I know does it.
No, because what a lot of people don’t know is that the artist receives very little money from their albums. This is why they have to tour, because their record label takes something like 90% of the income.
Your question would be more accurately worded as "Has anyone ever felt guilty for pirating music because it left an already filthy-rich suit at a record label, who doesn’t even do f*cking anything other than sign an artist and leech off of them, a few dollars poorer, making it so they might have to get a slightly smaller mansion or private jet?" Those bastards don’t deserve a dime of my money. If you want to support an artist, go see them in concert.
I should also note that music is ridiculously priced nowadays. A dollar per song? Seriously? I have 12,000 songs in my library, so buying it all legally would’ve cost me a third of an average annual salary. That’s freakin’ insane. And what’s more, you don’t even know if you like the music until you buy it! Legitimately buying a new CD is literally a gamble. What if you buy it and hate it? Well too bad, you’re out $10+.No thanks.