One common way to acquire your media is known as Torrenting. You've probably heard of it. Other people have the media on their computer, you use a torrent client to download little slices of the media from different people until you have the entire file(s) on your system. Then you can Seed the media so that other people can download it from you.
Torrenting is great, but you don't really want to do it without a VPN due to privacy/legal issues. There are a ton of VPN providers each with their own pros/cons and each with their own price. This site has great comparisons of a ton of VPNs: https://thatoneprivacysite.net/vpn-comparison-chart/
As you can probably guess from above, I'm not a huge fan of Torrenting straight from your computer. Luckily there's a solution: It's called a seedbox.
A seedbox is basically a computer where you have an interface to upload torrents to it and tell it to download the files, then once it downloads everything you simply transfer the files to your computer. Your computer doesn't do any of the torrenting and connecting to peers or seeding, it simply downloads a file like normal from a remote connection. As far as your internet knows you're just pulling old family pictures from your grandpa's computer.
Hypothetically if I were to use a seedbox, I would probably recommend Evo Seedbox. They're cheap (for the Evo Blitz you get 150GB of storage, gigabit speeds, and rutorrent interface for $6/month) and reliable. But there are a ton of seedboxes available online, you just have to google "Best seedbox 2019" and you'll find lots of articles comparing them
To use a seedbox with rutorrent such as Evoseedbox just click the + icon in the top left, and either drag a .torrent file into the window or paste a magnet link in the input box for the magnet link. Give it a few seconds and it should find the torrent and begin downloading it.
To transfer the files to your computer you can do it from the web interface by selecting a torrent, clicking the Files tab at the bottom, right clicking a file and clicking "Get File...". Alternately, you should really use Filezilla for multiple downloads. Then you go to Connections Manager and "Create new site connection" with the following info:
Port: leave blank
Logon Type: Normal
(Optional) go to the Advanced tab and set the Default remote directory to /download/manual (If that's the location of torrent files on your hypothetical seedbox)
Now you can connect to that connection and drag the files from the seedbox to your computer. Filezilla has setting controls for max download speed, number of concurrent downloads, and many more options.
Websites of the High Seas
Before using any of these websites, install the following extensions for AdBlocking for Chrome:
uBlock Origin - https://chrome.google.com/webstore/detail/ublock-origin/cjpalhdlnbpafiamejdnhcphjbkeiagm?hl=en
uBlock Origin Extra - https://chrome.google.com/webstore/detail/ublock-origin-extra/pgdnlhfefecpicbbihgmbmffkjpaplco?hl=en Just for a little added security
If you want even more security: Nano Adblocker and Nano Defender
With all of those and your antivirus on your computer you should be 100% safe downloading things. I have all of those installed on all computers that I use - I haven't seen an ad in years.
rarbg.to - Hypothetically, this would be my favorite site to use. It has a nice list of the most popular movies of the week with pictures, any Movie or TV show pulls in the IMDB link+description+ratings of the movie, and it has a list of "related downloads" that are usually different sizes and qualities of the movie (so you can download the 2GB file instead of the 10GB file)
thepiratebay.org - the original site. This still has the most torrents, but a lot of them aren't seeded any more so you might have to try multiple links until you find one that works. It also goes down a lot of the time.
https://www.torrentdownloads.me/ - This is another site with lots of torrents and lots of dead torrents. If you can't find something on rarbg.to, try this site. It's about 50/50 on whether or not an obscure torrent from here will work. It does have a nice interface though.
The file name is how Kodi or Emby or Plex will identify what movie or tv show you have. All of those services use TheMovieDB.org to search for movies, and TheTVDB.com to search for TV shows. So if you aren't sure how the name of a show is spelled, look it up on those websites.
For movies, name the file "MovieName (year).extension" such as "Top Gun (1986).mp4" or "Avatar (2009).mkv".
For TV Shows, I recommend making a folder with the show name, then subfolders for each season, then the file names being "TVShowName S##E##" such as /Game of Thrones/Season 1/"GoT S01E01.mp4"
You should have two upper level folders - "TV Shows" and "Movies". Put their respective items in those folders. Each of the media software asks "What's in this folder? Movies/TV Shows/Music/other" so you don't want to mix them in a single folder.
Read the links below for more details.
Basically read this page: https://github.com/MediaBrowser/Wiki/wiki/Movie-naming
Alternately, this page: https://kodi.wiki/view/Naming_video_files/Movies
Read this: https://github.com/MediaBrowser/Wiki/wiki/TV-naming
If you're on windows, you'll definitely want to install Bulk File Rename Utility. It allows you to rename files in a folder based on various criteria - you can remove the last 20 characters of a file name, remove all symbols, or for TV shows even sequentially number files "GoT S01E01" to GoTS01E20. So instead of you sitting there and copy/pasting the name and changing the number manually, let it do the job for you.
Media server software - Emby vs Kodi vs Plex
Emby, Kodi, and Plex are the big 3 for DIY home media. I used Kodi for 2 years before trying Emby and now I exclusively use Emby. Plex is basically Emby but without a free option.
Emby - https://emby.media/
This is a media server solution, where you have one central computer that streams video data to devices. Emby is a little easier to use than Kodi because you set up file/folder connections once in the server and then each device just connects to your server. In Kodi you have to set up those connections on each device. Maybe it doesn't matter to you if you will only be watching on your TV, but if you use 2+ devices then it's nice. Emby also has a more modern interface like Netflix, whereas Kodi feels like it was designed 5-10 years ago for use with a DVD remote.
To set up Emby, simply go to the downloads page and download the server for your OS - typically "Emby server for Windows" Install it, give it all the permissions and network access it wants. Then it should take you to a home page with lots of settings. Go to Libraries, and add a new library. Set the location to your Movies folder on your computer (if you're doing movies). After that run "Scan libraries" and it should find all your media
Emby has a super useful Wiki here: https://github.com/MediaBrowser/Wiki/wiki
Kodi - https://kodi.tv/
This is possibly the oldest home media option of the bunch. It has the option to download tons of plugins that can stream live TV for you, picture slideshows, the weather, and many other things. It has tons of features but they're all complicated to use. Doable, but complicated. Kodi is completely free. It is device-based, so if you set up connections to folders on Kodi on your laptop then you'll have to set up connections again on your TV.
Plex - https://www.plex.tv/
I haven't used Plex but I think it's just like Emby with a few different features and maybe a more polished interface or more device support.