It depends on the circumstances.
If the piece is
1. published and in print, I buy it
2. published but out of print but the publisher or its successor exists and can supply it, I buy it
3. published but out of print and the publisher does not exist and has no successor, I download it if it is available for download or photocopy it if I can source a hard copy
4. published but out of print and the publisher or its successor can supply it but fails refuses to do so, I make a certain number of written efforts to obtain permission to download or photocopy it and will do whichever is the most convenient if the publisher still fails to respond
5. unpublished and in the public domain, I download it if possible or, failing that, photocopy it
6. unpublished but in copyright, I try to buy it from the copyright owner/s or, failing that as a possibility, I try to seek their permission to download or photocopy it.
Best,
Alistair