So let me start by saying that I'm staying physical with video games for many, many reasons, with a big one being that people make awesome covers for their cases.

Besides, playing Super Mario World on the Wii U isn't quite the same feel as the SNES, not to mention a lot of old games aren't available digitally or able to sync cross-platform in the same way you can with, say, Kindle or Audible. And I've played many classic games by emulation, which should be more convenient, but it just doesn't feel right. Plus I've lost access to digital games I've bought before...

But beyond games, I'm kind of all over the place. As a Star Wars fan, I've bought a lot of the old Expanded Universe media. I mainly bought audiobooks on cassette tape or CD for novels, with the occasional paperback for an odd young reader novel or book that didn't get an audiobook. Over the years though, I've found I almost never get a tape or CD out to listen to the audiobooks when I can just listen to an m4b file. So I've ended up buying audiobooks digitally now, and I've been converting the rest I had and likely will sell most of them so I stay all-digital for audiobooks both past and future.
For comics, I always preferred to wait for collections rather than get single issues. I currently have most of the Dark Horse Star Wars Omnibus collections, plus a good chunk of the Trade Paperbacks that were not collected in them. The only new Marvel Star Wars releases I've picked up so far are 2 of the Epic Collections (which collect Dark Horse comics in chronological order), which I think make a great compliment (and eventual replacement) to the DH Omnibuses. But now with all the new canon books coming out and the impending collections of Marvel's new canon series, I'm starting to think about possibly going to all digital releases from now on. On top of that, a lot of the books and comics I already own physically are also available digitally at pretty good prices, so I can't help thinking maybe I could sell my physical copies and use the money to get the digital versions...
I'm finding a lot of these things take up a ton of space in my house, and I want to be more selective about what kinds of media I truly care about owning physically. Unlike my games, I rarely pull some of them off the shelf for a re-read - sometimes with comics, but very rarely with books. Sure, a book can have a nice cover too, but the inside is almost entirely pages and pages of text, so I'm not so attached to owning them physically as I am with games.
One big factor for me though is how good the digital service is. I like using iTunes to buy my music and audiobooks and can easily sync it to my iPod or keep them on my PC. On the other hand, I still own a lot of Blu Rays and DVDs (not to mention some VHS and LaserDisc), and I see the Ultraviolet copies only as a nice bonus. VUDU is okay in a pinch, and I do like their $1-2 digital conversion service, but I just find it and most other similar services klunky and not visually appealing. Plus I like the cover art and usually watch the bonus features, so I won't be going digital-only any time soon there.
So I'm kind of split on what to do with books and comics. I do like the convenience of being able to access all my potential Kindle books from anywhere on pretty much every device I own. I've bought some books for Amazon Kindle before and I like it, but I've never bought a digital comic before.
How do you guys prefer to get your various media types these days? Music, Movies, Books, Comics, etc. Especially in terms of comics, I know very little about the pros and cons and what services everyone uses. Does anyone buy comics digitally through Amazon? Are there any problems or risks with digital that you worry about, like that they may be removed in the future? Has anyone gone digital and regretted it?