I think it depends.

Books I prefer physical copies for several reasons. 1) I can read during class without risk of losing the item for 24+ hours. 2) I'm nearsighted and my eye sight is only getting worse. As such, I can't stare at a screen for long periods of time without getting bad headaches, so physical copies of books solve that issue for me.

Music… it varies. If I am driving the car, I will want CDs to put in my stereo since my car doesn't like to sync with my iPhone, so I prefer the CDs in that case. If I'm just riding along in the car, then digital because I can listen to my iPhone with no issues.

Video games… I still to this day love the feeling of cartridges, but my proneness to having them stolen or losing them makes me lean towards having digital copies as a better idea.

Movies are physical copies. I like the whole digital copy thing, but it takes up so much memory that I barely use them anyway, so I find physical copies are better because they don't take up memory storage.