I will never go with a Digital Download. I just don't like the idea of paying for something and not getting a physical copy to hold in my hands. Plus if my system ever blinks out on me I'd have to jump through hoops to get my game back.
I prefer having a physical copy. My self of games is like a shelf of trophies to me. Showing all the games I've managed to beat throughout my life. Plus getting to hold the box and see the box art is so much nicer!