Research firm Frank N. Magid Associates looked into you, the gaming public's buying habits. Looked at how you bought your games, where you bought them. The results? You buy them in stores.
Of the survey group (who must have purchased at least one game over the past 12 months), only 9% had purchased a boxed copy of a game from an online retailer. That's not many. As for digital purchases, those were even lower, with only 6% (with most of those being between the ages 18-24) having bought a game off a service like XBLA or the PSN.
Everyone else did it the old fashioned way, and bought it in a store. With money and cash registers and everything.