Because this is not clear in the law, we rely on case law for guidance. Uses that have been found in court not to be infringing are "timeshifting" (recording a broadcast to watch later) and "format-shifting" (moving material from defunct technology to current technology, e.g. recording an LP to mp3).
Without a license, yes. Of course, a more accurate answer would depend upon what the item is, how you obtained a copy and how you intend to use it. For example, it is perfectly legal to use an authorized copy of copyrighted items for your own personal use, in private. Similarly, you may use copyrighted items of various types in a non-profit classroom without permission of the copyright owners.
No, you cannot use copyrighted music for personal use without obtaining permission from the copyright holder.
Fair use applies to quoting or copying copyrighted writings. For example, it is fair use to quote a sentence from a copyrighted book or article if it is relevant to something you are writing for publication. It is fair use to copy anything for your own personal use, not for profit.
Yes, it is illegal to download copyrighted material without permission, even for personal use.
No, you cannot legally use copyrighted music for personal use without obtaining permission from the copyright holder or purchasing a license to use the music.
Yes, pirating copyrighted material for personal use is illegal.
Provided you already own a legal copy of the game you can make a "back up" copy for your own use.
No, not for personal use.
A CD can be copied if it is a CD that you legitimately own. You can burn one copy of each CD for your own personal use. You cannot sell any copies made of any copyrighted CD's.
most DVD burners are capable of burning copyrighted dvds. the key really in buring copyrighted DVD's is to use a DVD burning software that can bypass or copy protected dvds.
If your use is not covered by a limitation, defense, or exception in the law, ask the copyright holder for permission.
Unless it would qualify as "fair use" you will need to ask permission of the copyright holder.