A_Future_Pilot: So long story short, I HATE DRM. I also hate $97 (Yes, exactly that much, in USD) worth of DLC for two games that cost about $8 apiece.
So the question is...should I pirate them? Are there any cons? (A "con" to me is something not working right, not the morality of the thing.)
Setting aside legal issues, no there are no cons to pirating the Mass Effect games for you, in fact sadly there are probably only pros. No invasive DRM, no mandatory online activations, all DLC available and some bugfixes.
Yes, that is the sad situation for that franchise and it's all thanks to the publisher itself.
However DLCs are not needed except for the 3rd game, where there are three major DLCs which add and expand the game considerably. That's not exactly the case for the 1st or second game, where DLCs are hit and miss and don't add much.
But in the 3rd game, whether you pirate it or not, get the major DLCs.