Despite owning Rome: Total War on disk (about four feet from me), I recently bought it on Steam. Why? Firstly, I don't have to faff with disks and patches to install it and get it up to date if I haven't played it in a while - simply find it in my Steam games list and double-click to install it. Secondly, when I do want to play it, I don't need to have the disk in to play.

The only reason I might buy a game on DVD in future is if it's way cheaper, or I don't have the internet connection to download whole games.