Depends on the media. Music, digital is more convenient and easy to access. Movies and TV, you are much better getting physical copies. Streaming services are becoming famous for charging people for content, and then taking it down. Newer PC games are pretty much only available digitally.
BTW, WTF happened to your Steam library? You used to have hundreds of games. Now is says "0 Games Owned." However, you have a 500+ badge that says "584 games owned."