Sometimes, of course, it is unavoidable. The more narrow the problem, the more likely that the software available that solves the problem is somebody's proprietary vertical app. But, at the very least, that gut-level mistrust of relying on non-free software ensures that if I do press the "Buy" button, it is because I've exhausted all other options.
Buying software has just left a bad taste in my mouth most of the time in the last couple of years. Good thing I'm not a gamer I suppose.
I've also stopped buying music digitally. I have a Zune pass, but the music I really care about, I buy on CD and rip.
I've utterly stopped buying audio books from Audible. While you /can/ burn CDs and so on, I've basically had it with that nonsense. The last audio book I bought, I had to "turn pirate" in order to listen to (the CD write borked, and I didn't have any apparent recourse other than to rip the audio stream directly).