We've also got a ton of sites that let you buy games online. The full version of almost any game you want downloaded right to your PC. Now that's awesome. I've personally used Direct2Drive a lot. I believe it was one of the first websites to start selling digital downloads for games, and was one of the only places that let you buy PC games online for quite some time.
And of course, let's not forget about STEAM. That is one powerhouse of gaming that won't be slowing down any time soon. You can buy PC games online, directly from the STEAM browser. They've got an insane collection of some of the most popular games released. I've even heard of a certain game designer looking to expand into STEAM.
So, what do you think about buying games online? Do you think it takes away from the social aspect of buying a physical copy? What do you prefer?