I still purchase a decent amount of CDs. I actually like the format. Certain labels like Dischord and Teenbeat continue to release nice CD packages. Since I would go broke attempting to purchase everything I want in a physical format, I've had an eMusic account for years. I've acquired loads of great stuff via eMusic. I also purchase digital albums from Amazon from time to time. I have rarely purchased anything from iTunes.
Ideally, I would have a Heinrich-approved sound igloo complete with thousands of pieces of vinyl, but that is simply not feasible. I have some vinyl, but my collection mostly seems pretty random and unfocused (a lone Ratt LP! A Puzzlehead 7" ft. Ted Leo! The Hex Dispensers! Taylor Dane - Tell It To My Heart!). I need to start collecting certain bands/artists. I made an attempt at doing this for Jay Reatard, but I think that is a lost/too expensive cause at this point. I do have the entire run of the Matador singles. I did start collecting certain labels, such as power pop reissue stalwarts, Sing Sing. I should move on to Metal Blade!
I will never purchase a film in a digital format. I also rarely stream films, although I suppose I will eventually have to alter that approach because it may be the only access point for some films. I still rent physical DVDs from Netflix, and I have paid to view some films OnDemand in the Sundance/IFC same-day-as-theaters lineups. As for purchasing films, I have shifted to Blu-Ray only other than the occasional out-of-print DVD that I can find used (stuff that seems unlikely for imminent Blu-Ray release). As for collecting films, I mainly focus on the Criterion Collection, which is another losing battle since they will be approaching 600 spine #s as of January 2012. I try to be fairly selective in the films that I purchase, whereas in the early days of DVD I was a bit more indiscriminate. I also collect certain favorite directors, such as Coen Brothers, Stanley Kubrick, Joel Schumacher, etc.
I must admit that I've purchased some CASSettes in recent years, but I'm not sure why. I'll probably sell them since several are now out of print. A Black Lips CASSette I bought for $6 recently sold for $22 on eBay.
I don't own a Kindle or other similar eReading device, but I'll probably get one at some point. Books are space eaters (and I already own hundreds) and there are definitely books that I would want to read, but not necessarily own (I don't have easy access to a library that is any good.) For example, I bought that oral history of ESPN book in hardcover, and I've only read about 10% of it. I have frequently avoided taking it places because it weighs 200 pounds. That would be an ideal e-read. Ditto this new MTV oral history by Craig Marks and Rob Tannenbaum. (I flipped through it at Barnes & Nobles, and I was pleased to see a section on Remote Control; Kari Wuhrer mentioned that her dad referred to Britny Fox frontman Dizzy Dean Davidson as "the house plant" because he was so dumb. Wuhrer and Triple-D had a brief fling following his appearance on the episode where Scott Ian completely slayed the competition.) For certain authors, I would have to own the physical book (e.g., anything David Foster Wallace related).
As John Hodgman might say, that is all.