I´m all for it personally. There are a lot of Dj´s who I have discovered by simply trawling around the internet and taking people´s recommendations. I would never have listened to them otherwise, as they were total unknowns, but because they had promo sets or live mixes available I downloaded, found I liked it, and thus stuck with that dj in future. As for downloading a set instead of going to the club to save a bit of cash - are you crazy?! I´ve never done that and I never would. Listening to it on my ipod is noting like going to see the dj live in a club. I don´t see that as an issue myself.
Leeching tracks from soulseek is obviously damaging for the artists, as nobody gets paid, but it can also be publicity. Again, I´ve discovered artists by browsing people´s files. If I am d/ling from a guy on soulseek I´ll browse his files to see what else he has, as it is probably similar. Then, if I really like a track, I´ll often end up buying it from beatport etc to get a good quality version. A lot of stuff on soulseek is ripped from vinyl, and the qualtiy sucks!
So yeah, I don´t see that the artists lose a lot form mp3s. They gain free publicity, and also get to reach a wider audience, as people are more likely to try it out if it is free!!