Shoelip: What crazy version of time do you live in where you still get anything worth the trouble of going to the store when you buy a boxed computer game? :p
In the version of time where it is 2 hours ahead of GMT, and you live in South Africa where internet is terrible :P
I'll compare retail vs online from my point-of-view
On one hand,
+ Maybe about 1$ petrol and 10-20 mins time to go to the shop and back
+ You can do other things while you're there, such as groceries, etc. In fact, the trip may have been necessary anyway, so time/fuel may be negligable.
+ Bandwidth is whatever you can fit in your car
+ Maybe get the extra goodies Skystrider mentioned
+ Lower price than online for some bizarre reason
- Hope what you're looking for just happens to be in stock
On the other hand, let's look at steam and assume that it is flawless, never becomes unavailable and will carry on letting me play the game whenever I want forever
- Higher price than retail for some bizarre reason
- Assuming that the game fills a DVD, Pay the ISP about $23(cheapest offer I can find)-$92(what I would currently pay) for the internet traffic you use
- Wait several days for the download to complete, with your internet line being bogged down all that time
- None of the physical items Skystrider mentioned
- Thereafter you can't play the game without the grace of Steam
+ Availability is almost guaranteed
Sometimes you just can't find the physical item, but otherwise there is no contest.