When I buy in retail, I usually order them from a big Dutch shopwebsite. They have almost everything, atleast they got more than the retail shops in the local shopping centres.
However, I'm rather clingy to my coins, and I tend not to buy much at all. Except during the Steam Sales - killer deals as a game for 3-7 euro? Won't get cheaper than that.
I do prefer having a box though. A physical product feels more right to me than a datafile on a computer, even if the box only has the code with which I can DL the game.