Weird.. am I really that strange in that I prefer physical over digital? This is twice today it's come up. I still use Best Buys, Gamestops, but mostly Amazon for my PC purchases because I like having the discs.
Eh - for me, it really depends.
Depends on game's file size, how updates are handled, what game-client the game utilizes (if it does), if there's DRM, and especially price. Digital versions are often much cheaper than retail - which causes me very often to avoid retail.
Physical Copies
In some ways, I do prefer physical copies over digital normally since it's already done for you - since I won't have to back-up the entire game files to disc or my HDD. Saves me from using up blank CD's/DVD's or more external HDD space. Usually, though - if you are not buying a re-release, you're given Version 1.0. Also, if necessary - if I only need to download very few patches and back those up somewhere (CD, DVD's, external HDD) - that ain't too big deal here.
If you're buying a re-released edition and it's already up to date officially or they just ain't updating the game officially anymore - good, likely won't need to back-up any patches or anything of that sort.
It gets to be a problem when a game gets a ton of updates and the company doesn't use a system like Origin + Steam (that handles automatic-updates);
and doesn't release cumulative patches. You would then have to find all the patches on the company's web-site (or some other site, if company's gone); download all the patches; and install them all in order. Now that, that's a pain in the neck -> i.e. see original retail versions of Company of Heroes (Non-Steam).
The other problem is - some gamers might not have BR-ROM/BR-burner drives in their PC; and companies ain't putting their PC games on BR discs at retail. Who the heck wants their game on 3-6 DVD's, if it's huge in size?
Installs like that on multi-discs are annoying. If a game's huge and you do not have a fast connection: you might have not much of a choice, and it could be in your best interest to buy the game from retail, if it's being sold there.
Digital Versions
If you have a fast connection - the downloading part won't be a big deal. I have Comcast Blast - so downloading the approx. 60 GB from Steam for FF13 took around 40 minutes; and the approx. 40 GB download for both The Evil Within + Wolfenstein TNO wasn't nearly as long as FF13's for me.
For games using Steam + Origin - especially if it's a game that gets lots of updates, I'd rather just back the whole thing up on my HDD, CD/DVD, or re-download the game from the service. A ton easier, since I won't have to deal w/ any sort of issues that can come around from trying to get my game up-to-date or not. If it's up-to-date - things will be all set on a re-download or reinstall from the back-up. If the back-up isn't fully up-to-date from my back-up, then the service will just get the necessary files after the reinstall. No muss, no fuss.
Thank God that Relic later allowed for gamers to put their retail keys for Company of Heroes 1 games onto Steam or that gamers can buy Steam-versions of the game. Steam does a good job w/ handling updates, since it does it automatically. So, in this case - it's a ton easier in that case for me to back-up the entire Steam-version somewhere - and if I need to reinstall it, just get it from there; or re-download the game from Steam.