Ok look. Regarding legality. It depends on the country you are in. In some countries like canada the courts said its ok to download stuff. In USA its not, although they are only prosecuting uploaders/sharers at the moment. Since anandtech primarily has USA hot deals, most of the readership is probbaly from USA.
If you are in USA: If ANY site claims to have movies to d/l that are still in theatres, its illigal. I dont even know of any LEGAL sites that allow you to watch movies that are out on dvd. Thats with movies. With games, its the same way, if its just a few dollars and unlimited download of latest games that are selling for $50 in stores, its not legal. If its mp3s, if its anything you can buy in the music store, its not legal (unless that specific band allows it). Heck in USA because of the DMCA I dont even know if its still legal to make a backup of copy protected stuff you OWN. And dont even get me started on super DMCA laws that are written so broadly you could say they make routers and firewalls illigal in about 10 states.
Ok now illigality aside. You need to be very careful about doing any of this stuff. MPAA has shut down a bunch of bit torrent sites. They've sent threatening letters to people who have used emule, or bit torrents to share movies and have recently begun to sue. RIAA has sued something like 7,000 people now for sharing (most in kazaa and similar). They've done arrests in some places, USA and some places in europe.
Europe has some things that have passed the EU congress and are in the process of being adopted by member states that allow companies like RIAA and MPAA to raid homes and freeze bank accounts if they think you are "violating" a copy right (I think UK already passed that). FBI has raided people for uncapping modems.
So, I would try and stay far far away from this stuff, especially anything that you "share" stuff with others. Since so far they've mostly gone after sharers.
Remember that 12 year old that was sued by RIAA and her and her single mom had to pay up a couple grand? Well she paid a $30 fee for something or other with kazaa that they thought would make it legal. It didn't.