Well, the last (and only) time I bought a physical disk was Bad Company 2 maybe three or four years ago. This was because I did not know about the Steam at that time. I had a Steam account, but didn't know I can buy games on it, and even if I did, I didn't have a credit/debit card that I could use. So, I ended up getting the physical copy and it's the only physical copy of a game that I have. All the other games that I've bought have been on Steam or Origin. I haven't personally bought anything over GoG, but I have a few of the free games they've offered, and I'd say GoG is a good site.
Still, I prefer Steam to anything else.