Make the distribution of your game as simple as possible and release frequent updates ( withwith free new content)
eg. Angry Birds on the iPhone. Even if somebody pirates the game first, he might decide to buy it just because of the auto update function. (+ the new free content will give a feeling of becominggetting much more for the money and that you are a decent developer)
onOn the PC I would use steam. It is great for small developers and the only distribution path more convenient than pirating.
PrizingPricing is far less important in my opinion. (AA game for 9.99$ on steam will be bought far more often than one for 7$ on a private homepage.)
And most importantly: dontdon't focus on the pirates and potential losses, concentrate. Concentrate instead on the paying customers, quality, and increasing the revenue.