I prefer buying physical media. I am partial to CDs but that might just be my age.

When CDs were everywhere, getting them was easy and prices more competitive.

The last CD I wanted I had to order from Germany and the company really took far too much for the shipping. (€ 15)

Once it arrived in Norway (ECC, not EU) I had to pay taxes on top of it.

Media downloads from the artist is good in that I get to direct the money directly (or at least a direct as I can) to the artist (I guess most companies in that space take a cut)

But they are easy to forget, easy to delete etc.

CDs are harder to throw out accidently.