I am very old-fashioned when it comes to this...
I have a lot of CD's and I really need physical discs. Even when I download some songs, I burn them on CD, even though I almost never use CD's anymore, I listen to my music in itunes or on my ipod.
It's not that I don't want to download illegally, I was using napster when they were big to get some songs I didn't have. (And to burn them on CD, of course!)
Probably I am even worse with games, I haven't downloaded any game on Virtual Console yet, mostly because I want to have those games physically, so I prefer buying used ones. But I have to mention that I own most of the classic games anyway.