I'd agree most with Physical Disc Copies, but becuase of were I live, I ussally resort to buying on Steam. If I got any choice in the matter though, discs are alot better.
That and im strongly against pirating games, 90% of them are cheap asses who can't help out the community. I can understand being intrested in the game and seeing that if it had no demo, you could pirate it, play it for a hour or two, and than buy it, But who could honestly say they'd do that?
Plus, Digital collector editions are never as cool as a physical hard-cover, book, and disc.