Coelocanth: Well, call me a luddite too, but I like having a physical object to represent my spent dollars whenever possible. I ordered the Collector's Edition (the Pip-boy 3000 looks pretty sweet, but I can't justify a further 50 dollar expense for it) and I'm really looking forward to next Tuesday.
For me it's not really the a question of having a physical object or not but more of owning the game I bought or not, with Steam or any other digital distribution system (except GoG for obvious reasons) you never really feel like you own anything, you are at the complete mercy of Valve (or other distributor) good will, you are also at the complete mercy of the licensing agreement between Valve and the 3rd party editors, if one of those agreement are broken or aren't renewed when they arrive at expiration you can kiss all your games good bye. (That's a huge advantage of GoG, even if tomorrow the license agreement between CDProject and 3rd party editor ends and they have to remove some games from their catalog, you know that no matter what you will still be able to play you games and nobody can do anything to prevent you to.)
So I will go for the CD version of Fallout 3 (Already pre-ordered). Especially as one of the good thing with Fallout 3 is that it will be DRM-free (it will only use basic copy protection system) so I am definitely going to buy a DRMized version of if.
