I'm a PC gamer.
And it depends on the game. I buy physical copies of World of Warcraft
expansions, games that I think I'll really like, and games which I want the feelies for. So basically any game that I want to put on a shelf. Digital for the rest (or if I don't have the option).
I apply this to books as well, actually.
Oh, and I don't care where I get the physical version from, if I do get one. I'm not beholden to a local retailer unless they're actually competitively priced.