You shouldn't /have/ to. But I still do, at least for the important tools.

I've also stopped buying music digitally. I have a Zune pass, but the music I really care about, I buy on CD and rip.

I've utterly stopped buying audio books from Audible. While you /can/ burn CDs and so on, I've basically had it with that nonsense. The last audio book I bought, I had to "turn pirate" in order to listen to (the CD write borked, and I didn't have any apparent recourse other than to rip the audio stream directly).

I agree completely. The last two pieces of software I bought were both for a computer that doesn't even have a CD drive. But it still makes me feel better to have the files, in a way that more or less guarantees there's no prerequisite of having a functioning internet connection (implying their server will also need to work in order for the software to)