If its for work, then proprietary software. There is no compromise on that, if it is required for your job.
If it is for your side-project or hobby project but you don't want to spend on the proprietary software(or the cost of software is too huge) then look for alternative open-source software.
If your 'need' doesn't fall in any of the above two points, and you can risk your OS or computer then you can go for unreliable software. I wouldn't recommend it to go for unreliable or pirated software. If you had asked me the same question during my school days, my first preference would be pirated(I've used it many too) but not anymore now.
In most of the cases, there are many web tools available. You don't really have to 'download' and use. If you can't find any web tools, then look for reliable ones, or preview versions(if you need to use it once or twice). If your 'need' is genuine and if it adds value to your work then buy the license, you won't regret it.
Sometimes you don't have enough budget to buy a software then you search for free software and in doing so you could have compromised many things ... quality, a few of good features etc.
Mostly, in my opinion, it is about quality and the features you are looking for, and these two things could also be found in free software as well, because there are many good free software are also available on the net, specially open-source software.
So, it solely depends on the needs. Of course, I would first look for a free and most probably an open-source software if it fulfills my requirements, otherwise I had to buy the software.