Sites like Filmyzilla are popular because they offer "free" content, but they come with significant downsides:
Often, "free" downloads are low-resolution (360p or 480p) or contain "hardcoded" subtitles and watermarks that ruin the viewing experience.
Downloading copyrighted material from unauthorized sources is illegal in many regions and can result in notices from your Internet Service Provider (ISP). Where to Watch 'The Tudors' Officially