you dont always have to look into warez sites.. There are always free alternatives to start your websites.. once you are popular enough buy the template
It's not just the illegal copyright infringement that you have to worry about (which you do). The other issue is that those templates can have bits of code that give hackers access to your web site. As rstringer says, there are lots of free legal templates out there you can start with.
Beware of fraudsters contacting you for illegal templates. i had bought the paid version of thesis theme and less than a week later someone contacted me through the contact form in my site saying that they have found that it is an illegal theme and I need to pay money either directly to the site (Which is 90$) or as a token of appreciation of the cooperation pay just 30$ to <Insert which ever email you want>. I smelled scam and contacted the thesis community. Sure enough there was no problem with me. Beware of such scams
Never use illegal themes for my "money" site.. I use inove for themes.. I use illegal themes for tested site.. just change css code, remove footer, change color ( using firebug ) and done
Using illegal templates won't help you. Templates are not only bad for the general impression/SEO, but if your site gets popular (which should be your goal) it'll be taken down. Just pay for the template, or make your own design.