I've been a lurker at this site for a few months since buying Sims3, but figured I would break in my 1st post and throw in my 2 cents on this topic.
I recently went through the decision process of buying Ambitions from EA's online store. Cut to the chase, I didn't buy from them. And no, I am not a rep or fanboy for the site I mention below.
Unless I find a really good deal on the physical copies, or a digital download is simply not available, I buy all my games digitally(many times digital is cheaper, but not always). I do not like having to have the CD/DVD in the drive to run the game, although more and more game companies are no longer requiring this, it just depends. Like others mentioned, I also tend to lose the discs amongst all my computer junk.
I use a website called direct2drive.com. I've had a very positive experience buying from them over the years. They do not require active software connected to the internet to run the actual game after buying, unlike other digital download services. I think I read EA requires something like this as well for games you buy digitally from them. This may not be an issue for some, but it is for me.
Also, you want to find out how long the company you buy from keeps the game for you to re-download at a later time. Many charge extra for this service, but D2D currently gives 2 years worth of extended download time for free. Although, it really doesn't matter, since you can backup the single file download to DVD in case you need to re-install at a later time.
When I went to buy from EA, because they had Ambitions available first, I found out that EA only allows you to download for 6 months or maybe it was 1 year, unless you buy their extended service(which they try to add to the cart by default). The other gotcha is that there is apparently no way to backup the downloads from EA's digital download service. I found a couple random forum posts about people doing it, but it seemed cumbersome and unclear, and no official instructions from EA on how to backup. They just say to re-download. All that combined was enough to make me wait for D2D to have Ambitions available.
Hope this helps for future digital purchases.