Buying a game online is more expensive for me than buying it retail. If I buy it on Steam, I can't sell the game used on Ebay like I normally would with a boxed game. I also can't buy "used" Steam games. Using Ebay, i can usually get a game and then sell it after I'm done with only a few bucks lost. Sometimes I make a profit. Buying on Steam, I pay $17 and it's gone forever.
So yea, this online delivery stuff is not really saving anyone's money, IMO.
Adventures of a video game mercenary
http://virtualmerc.blogspot.com