Piracy

It's mostly torrents that are dangerous without a VPN, since as a torrent user you're also redistributing the content in question, and the peer-to-peer nature of them makes you very visible to copyright trolls.

Direct download is generally much safer. Specifics vary by jurisdiction, but in many countries merely downloading (or streaming) a pirated copy of a game or film is not a criminal offense, and is not in practice vulnerable to a civil lawsuit either.

Avoid torrents, know good direct download sites (these will vary by what content you're interested in, look around using various search engines to get around DMCA delistings), use rudimentary privacy protections like private DNS and HTTPS-only mode in your browser, and you'll get far without a VPN.

Tor is also a powerful, free option, but it's generally overkill for non-torrent piracy and very hard to configure for torrents.

Usenet is an option, but has a cost. I use both, torrents for movies and usenet for TV episodes (torrents for TV packs though)

I2p is an option that is completely free, though it is somewhat limited. It is similar to tor but supports torrenting over the actual i2p network but it doesn't support clear web torrents and is quite slow.

For torrents specifically, not really any option but to suffer through a VPN. You'll have to get into IRC or other direct channels to get around it.

Nothing is ever free. You pay somewhere.

Mullvad the best VPN around (IMHO) is 5euro (5.40 usd)/Month ... Not very expensive (one again IMHO)

PIA is what, $40/yr, or something like that

I wouldn't risk it without a VPN. I guess you could use TOR or i2p, but I don't use enough of either to make a valid comment on its use.

Debrid services are a way to pirate without needing a VPN, however they are not free. I pay like $3 per month.

If you want to pirate for free without paying for a VPN, you need to use closed trackers.

Live in a country that doesn't care...

@QuietStorm
If you dont have a vpn you could use tor, but is easily detected by an isp and you must use care not to leak any info via dns

Many vpn providers offer free tiers, id check out #protonvpn or #MullvadVPN.
Sometimes the free tiers can get bogged down with heavy traffic but it's better than raw dogging the sketchy side of the net

It depends on your country and your ISP. I've never used one but I live in Canada, where there are strict limits on the damages that copyright holders can sue for.

VPNs don't make things safer. You need to use reliable trackers like 1337x. VPNs can hide your traffic from your ISP. If you're living in some smaller country you might get await with seeding without VPN and without getting notified by your ISP.