Honestly, if I was going to get CD-keys online rather than buy the game, I wouldn't bother paying for the CD-keys.
Game companies don't care if you bought the CD-keys or "found" them, so why should you?
I mean, if you're buying the CD-keys from the company itself in another region, that is legit.
As far as the game companies are concerned, paying someone for their CD-key is equivalent to just downloading an ISO of the game for free.
So if you're considered a pirate if you pay money, why bother? Just be a full-bore pirate and download the game and use a fake CD-key/ CD-key generator.
And don't pay for the "extra download speed" on those filesharing sites either. Be a Po' Pirate, Yo'.
EDIT: Ok, I don't work for a game company, so I probably shouldn't speculate on their philosophy, especially the indy developers. I'm mainly referring to second-hand accounts of EA and the other big game companies, plus Steam's attempts to shut down the second-hand game market. Oh, and several of the next gen consoles trying to disable the use of used games...that still burns.
Still, my main argument is just not to pay for CD-keys from anyone but the game company, as the transfer of money doesn't take away all of the "problems" with software copying (the person who's CD-Key you're now using is under NO obligation to stop using that key, so the game is essentially being played on two computers with only one purchaser...assuming only you and not hundreds of people plus you bought that one key).