Currently Online 
The first digital games I bought were the first 11 "Sam & Max" episodes directly in the Telltale Store. I bought the first season at November 1st 2006 after reading the reviews for Episode 101 (and before the release of the other episodes). Beginning October 2007, I always preordered the freshly announced seasons of point&click episodes due to the quality of the games I already played... so I was able download and play through each episode right after its release.
The first two episodes I still had to download with a slow 56 kbit/s modem over a 64 kbit/s-ISDN telephone connection. Fortunately we got DSL in the first week of 2007... Hallelujah!
The Telltale Store was very customer friendly back in those days. The downloads were DRM-free, they updated some episode downloads after I contacted them about an audio compression problem and they offered physical versions of the seasons (as soon as they were completed) for just the shipping costs!
Of course I paid the shipping costs for such a great deal:
The disc versions had a disc check, so when starting an installed episode, the correct game disc had to be in the drive.
The discs of Sam & Max Season 1 + 2 are hybrid DVDs: if you put them into a DVD player, you could watch a lot of video material (f.e. cutscenes with designer + production commentaries, shorts, trailers, bloopers and a Christmas Special). Wallace & Gromit and Tales of Monkey Island have similar videos in the WMV format on the disc, they don't support DVD or Blu-ray players. All discs have a "Goodies" folder with concept arts and other stuff.
The Telltale Store is still online 20 years later and my DRM-free episodes are all still available to download:
