How Do You Get Your Games?

Back in the olden days, games came on multiple floppy discs and took up space labeled in kilobytes.  Now, MMO games ship on DVDs and can take up multiple gigabytes of space, but DVDs aren’t the only way to get them.  Physical media isn’t going anywhere for a little while, but it’s definitely less popular than it used to be.  With the simplicity of Steam, Origin, GoG, and Direct 2 Drive, just to name a few, downloads are a huge convenience for players and even developers, as indie games are released online to keep costs low and get more people to try the game cheaply.  So how do you get your MMOs and other PC games?  Do you prefer to buy in a store or do you get your games from an online download service?  Personally, I prefer the download method, but what’s your take?