Big Media needs to examine their marketing methods...
In the UK GoT is only available on Sky Atlantic, which is a subscription channel only available to those who have signed up to Sky. Many people do not have (or want) this channel, so the only legal method for them to watch the series is to buy the box sets which come out long after the season ends. Or buy it on iTunes episode-by-episode for a lot more than the cost of the box set.
So in these days of immediate gratification, it means that people are going to use alternative methods to watch it. Which means illegal downloading.
The only way around this is to make it available through more widely accessible channels (BBC, Channel 4 etc) or stream it for a reasonable price.
Finally, if I buy the series via iTunes and then download it via a torrent in order to have it on physical media, does that still count as piracy?