I kind of go both ways on this topic. If it's on my PC then I prefer Digital over Disc every single time. I use my computer for most things and so I have it on all day long or at least in sleep mode where it is easy to access. So it's so much easier to just open up my Steam library, shuffle through and say, "Yeah, I really want to play that game right now" and I don't have to hassle with a disc or anything. Also since I have hundreds of games on Steam and a couple on Origin I don't have to worry about them getting lost. I'm probably going to be selling my computer here in a few months because I'll be going out of country for a while, so when I get back and pick up my new computer I KNOW for a fact that I will have access to all my games.
However if it's a console I prefer to have a disc for several reasons. First is backwards compatibility. My Wii U plays all my Wii games, my 360 plays most of my Xbox games, and my Wii plays all my Gamecube games. It's nice to know that when my Wii finally dies I can still play my Wii games on my Wii U. And my 360 is really nice to have around because I don't own an Xbox anymore, but I can still play those games. Another thing is that it is harder to guarantee an internet connection with a console. It's nice to have the hard disc there in case I can't download the game. Also consoles tend to be temperamental and low on storage capacity, compared to PCs at least, if my console dies on me I still have my games. This is especially nice since sometimes it's very hard to get digital stuff from one console to another, at least with Nintendo it is, so I much prefer having the discs around.