I always buy CD's if available..I never got into the vinyl collecting, and buying digital music feels like I'm buying nothing when you think about how much music is available (even put out by the band themselves) for free online. I don't download illegally, but there's just a certain feeling that comes with buying a hard copy, like you're directly supporting the band. In return you're getting the music, the album art/packaging, and something you can display or lend out. It's materialistic, but it's all about being able to physically hold the music you've decided to purchase.
I do buy CDs and I'm not sure it's a rational choice. I think it's more just the things I've always done and while I love checking out new bands via Spoitify, Last.fm or whatever, it doesn't feel like I'm a fan or that I've committed until I've picked up the CD.
Yup, I only buy CDs, screw digital only. If I really LOVE an album, I'll buy it on vinyl also.
The only time I buy digital stuff is when it is physically not available elsewhere and even then I'll try and find a record label promo CD on eBay first. I don't mind buying songs digitally if they're FLAC or WAV format because I can still burn my own high quality CDs. If they're just MP3 files though ... fuck that!