well, I am a student, too and also don't buy all of their releases, since they aren't available anymore. And I think as a "hint" for a good band, the samples on youtube are enough to get a clue of how they sound and decide if you like them or not. Based on that, you can decide, if you want to hear more and buy their CDs and support the band. In fact (and we both know that) it's <1% that buys CDs after downloading. (And if you're new to a band, you can at least download others album, which have been uploaded -if you insist in downloading-, but if you want 1 specific album, which has not been uploaded yet, you should buy it. At least the albums, which are available at CDJAPAN. CDJAPAN is easy to handle, fast and well, kind of cheap. It's not THAT hard.) At least you should do them the favor and let the stuff be spread in the internet and not HELPING to spread it, which is obviously bad for the band in the future. Spreading illegal downloads does NOT support the band at all.
@Kumanosuke: First, if you check my journal, you'll see, that I bought many of their releases. But still, as a university student, I don't really have the money to buy everything I want, so I like to hear the album, before I pay for it - and only in some special cases I buy albums blindly. And I want the others to overcome this problem by sharing the album. I think, that if they hear it, there is a greater chance that they will buy it. And also, I don't want Fox Loco Phantom releases to be rare - now, that Artbox closed, it's more harder to buy their releases. If you want to sit on your pile of Fox Loco Phantom releases, do as you wish. And I encourage everybody to buy CDs, but on the other hand, I know very well, that there are times, when you don't have the chance (but still want to hear the album).