Funny. I'm not entirely against people sharing music for free, but I think there has to be some form of give and take.
Over the past 11 years [that's how long I've had a web-site] I've always provided music for free alongside music I charge for. If I didn't charge for music and people didn't buy it, then travelling to do gigs and buying sticks wouldn't happen. My main income is doing gigs, so you can see the impact it might have.
That said, I used to tape from the radio to learn things. Or borrow tapes from the library and copy them. AND buy music. And yes, I used to give people copies of music I listened to. That's how I learned about music, and it encouraged me to buy music. I don't see copying music as theft or piracy, but sharing, especially for now unavailable music. That's why when I released Sipping Rioja at Home in physical format, there was a notice on the CD allowing people to copy bits for others to listen to. It didn't need to be there—as that's actually legal—but at the time it was worth repeating. If you buy it, you can copy it is a fair transaction to me.
I think what annoys me most about seeing albums copied is when the person doing the copying has made no effort to link to a place to buy it or other work, thus giving people the option to do so if they wish. Since it's now easier for people to listen to music before they buy, people who want to say "listen to this!" to others can do it better than just ripping the music off Bandcamp or Last.fm [yes, it's easily done] and putting it on a download site.
I shouldn't really worry that much—I'm pretty certain that on the absolute scale of things no one is copying jazz and improvised music. And if someone across the other side of the world downloads a copy of my music then I don't really lose money [no physical stock!]. But if they like it yet don't have the chance to discover more of my music then I do feel that's unfair.
I've only issued one takedown notice, and that was last week. I only issue them if I think the site is part of a link farm. With others, I'll be sending polite letters: but I'll just be happy if people who copied my music also popped some money in the coffers and provided a link. What do you think?