People should buy a game legally...
but once they've bought it, downloading it is IMHO no longer illegal.
Indeed. I'd concider it "making back-ups for personal usage". That can't be wrong.
Under the DMCA, it is illegal.
Then again, based on my interpretation, owning a computer is illegal under the DMCA.
The DMCA makes portable CD players, car stereo devices, and nearly every home electronics device made before 1996 illegal. I will not now, nor will I ever, recognize it as law.
With that said, downloading content is not under any circumstance against any law. Distribution of copyrighted content is against the law, and not just because of the DMCA.