I prefer to buy physical when possible, but that 'when possible' gets harder and harder. For the kinds of niche games I like, even when they do get physical releases some of them are just hard to find at a reasonable price. So I'll settle for digital by telling myself that if I ever lose access to my purchase, I'll pirate it guilt-free.

Piracy is preservation, which means my real concern lies with online games that can't easily be preserved.