I'm not Serge, but I like putting in my two cents, so here we go.

If I pirate something that I had no intention in buying in the first place, is that still theft? The copyright owner is not missing any revenue from me.
It's not theft, but it's still copyright infringement. It's like saying stealing a Maserati isn't theft because you couldn't afford one anyway. Not losing revenue doesn't change what it is, just arguably changes the damages.
I'm subscribed to HBO but I don't feel like watching Boardwalk Empire on Sunday night, so instead I pirate it Monday morning and watch it on my computer. Is that theft?
The Betamax case, which states viewers are allowed to time-shift their television watching, puts you into a legal grey area, as it would the website hosting the file. The person who uploaded it would have been breaking copyright law.
If you owned the DVD, and were ripping it to watch on your computer/iPad, you would be breaking the law under the Digital Millennium Copyright Act due to the fact you were circumventing copyright protection, despite the fact that you were covered by Fair Use. (I agree, this is asinine).
I buy an Xbox game and make a backup just in case. After some months the original disc is unreadable so I start playing with the backup. Is that stealing?
This is allowed under Fair Use.
I just recorded some songs that were playing in the radio and now I can listen to them unlimited times for free. Am I a dirty thief?
Believe it or not, this is one of those cases that's never been judged. A company was sued by the entertainment industry over this, but the company's legal fees caused it to go bankrupt before a decision was made, so who knows how this could go? Overall, it seems like the record industry really doesn't care that much.
On a side note, copyright was created originally as a legal agreement between the government and content creators, saying that if you agree to make stuff, we'll give you control over that stuff for a limited period of time. After that period of time is up, it passes into the public domain, which means anyone can riff off of it, and create their own material based off of it. But companies and estates have pushed copyright to become so ridiculously long, it essentially excludes anyone from ever being able to use anyone else's work without paying for it because copyright now goes on for essentially forever, here in the States.
This video is very interesting:
http://youtu.be/tk862BbjWx4