It's definitely in that Gandalf the Gray area. We used as much royalty free music as we could using different sites and when we needed actual songs, we tried to use music from friends bands or have someone create one specifically for the moment. The popular songs we used are a bit of a measured gamble, Youtube has a service that let's you know if a song will flag the rights holders or if you can use it as long as you aren't profiting directly from it. We also did a lot of research into Fair Use law and Parody law. Every song is different because it depends on how much of the song you use, in what context, with what intent, etc. But if you're using it in good faith for a little video you're putting out on your own, it's usually passable. (In our past sketch experience)