First, DO NOT get the Steam or any other version. Too many problems. However, I take it your were considering the Auran version all along since you're asking about the hardcopy.
I prefer physical media myself. However, Auran/N3V seems to run a pretty tight game as far as their download service goes. You just have to know 1. to use a download manager as Retro already said, and 2. put all the downloaded files in a single directory/folder. If you download, you theoretically have access to the files and your serial number for as long as a particular product is supported, and maybe longer. However, I like physical media (and non-DRMed products like Trainz) because I don't have to hope and keep my fingers crossed.
FWIW, the DVD discs Auran use are high-quality in my experience, although I still suggest backing up. If they send burned DVDs, they use GENUINE Taiyo-Yuden discs (by *far* the highest-quality burnable media available) or use commercially-pressed discs, which usually don't rot.
