There are many reasons you might want to download Windows Vista. For example, if you need to install Windows Vista but you've lost your original Vista Setup DVD, downloading Windows Vista would get you out of that bind.
You might also might want to download Vista just to try out the operating system or to put it on a second computer at home. Windows can be expensive so finding a place to download Vista for free is an enticing thought. Pretty much everything is available on the Internet for free, right?
Any free Vista download you come across online is illegal. The only legal course of action when you need a copy of Windows Vista is to actually buy a new copy of Windows Vista or download Vista from Microsoft. It's that simple.
It's important to note as well that even if you did download Windows Vista for free, what you would get is an image of the Windows Vista Setup DVD. For example, you would probably download an ISO file like windows-vista-ultimate.iso, or something like that. You would then burn that ISO image to a DVD that you would then use to install Windows Vista.
In many ways, however, what you actually pay for when you legally purchase a copy of Windows Vista is the product key (sometimes referred to as a CD key or key code, or incorrectly as the serial number). This unique number is required during an installation of Windows Vista. So even if you did download Windows Vista, you would still need a valid Vista product key to install and use Windows.
Note: If you actually do have a Windows DVD but you're looking for your product key, there is a way to find it. See How To Find the Windows Vista Product Key for easy instructions.
If you do in fact have your Windows Vista product key but you're missing your Vista DVD, you could argue that, since you did actually purchase Vista and you have a valid product key, downloading a Windows Vista DVD image from anywhere should be within your rights.
At this time, however, the only legal way of obtaining a Windows Vista DVD is from from a legal purchase of the operating system. I would suggest contacting Microsoft for a replacement Windows Vista Setup DVD, assuming you can show proof of purchase.