<cool story bro>
I often buy full games on the PSN if I don't have them already or even if I do, I often sell my hard copy for more than the PSN download (did this with Infamous and Tomb Raider: Underworld). I also download 99% of my PSP games from the PSN with the only one I haven't being KH:BBS for obvious reasons.
I will say that games are often cheaper via retail channels but I still prefer games via PSN. Why you ask? To put it simply, I'm lazy (why get off the couch when I don't have to), I prefer NOT having boxes and game cases due to the fact that I don't like having my relatively small apartment filled with game cases.
Sure, I could save a few bucks here and there buying retail, but I get more enjoyment out of having a more room to move/hang paintings/whatever in my apartment since I wouldn't need a bookcase to hold my games, than I do out of saving a little bit of $$$$.
</cool story bro>
In the end, it's a preference. I'm sure most people buy via retail, but I think ME2 sold 20k or so via PSN this week based on gut feeling only.