I prefer to buy physical, even if there's not much difference between digital data on a DVD and digital data I've downloaded. I just like the feeling of having the game physically. That said, I won't pay something like 2-3x the price for a physical copy if I can get one digitally that much cheaper. 
 
 After physical is DRM free. If I can't get a game physically, then I at least try to get it from GOG, Humblestore, etc., without DRM. 
 
 After that I try to get games without horribly intrusive DRM. I guess this varies for a lot of people, but for me it's something like Steam or another store. I don't consider them that bad of services more as I just prefer other services. I usually go on the cheap end for these stores unless it's something I really want. I just don't want StarForce or something on my computer. 
 
 For consoles, I always buy physically unless it's something I really, really want (Megaman 9 & 10, for example, since I'm a sucker for that series). That's mostly due to the unopen nature of the platforms. On PC, if the digital games I have/own go out of business or disappear from store fronts, I'll always have torrents and other methods of getting the game. As time has gone on, more and more games have been easily and publicly archived. Unless you go through some mildly complicated steps that might land you a brick, playing back up copies of any game on consoles is a pain. Next step after that would be emulation, but for systems like the PS3 and 360, we're already several years off. Nevermind the power required to emulate those systems since even the PS2, GCN, and Wii currently can't be emulated fully without an OC'd i5/i7. It's just more convenient to hold onto the cart or disc on consoles by a long shot.
Post edited September 20, 2014 by saldite