I have been a long time user and fan of Steam, Valves digital distribution platform for computer games. Steam makes buying reasonably priced games from a decent sized catalog of games, easy. Steam gives me lifetime backup of my games and I can download them whenever I want and play them from any computer with an internet connection.
There are a couple of other digital distribution services as well: Stardock and their Impulse platform and Direct2Drive to mention a few. I tested Stardock the other day and I was impressed or almost scared of how easy it is to buy and download a new game.
First, select the game you want to buy.
Then, pay for it using Paypal (at Wikipedia) or any credit/debit card. Paypal is an electronic escrow service which I recommend for safe and easy payment on the Internet, especially if buying from ebay.
Finally, you download the game using Stardock’s Impulse platform. The download speed was very satisfying and I maxed out my internet connection the whole time.
This is how it should be done. Fast and easy sales and distribution. The price is relatively low, the time it takes to buy and download the game is minimal, the game will be automatically updated, I can uninstall it and download it later and I do not have to have a lot of DVDs floating around, fearing that they may get broken.