I picked CD's for the happy-medium factor. They still satisfy the 'product-in-hand' need, (including the album artwork/packaging pluses..), but can also be easily converted to a digital, convenient format as well.
Eventually, I'm going to go back and start working on my vinyl collection again, as I still prefer this sound over all else. While not terribly convenient, or cheap, I can't think of anything better than a good turntable system, good pair of headphones, and some time to listen to stuff!
..oh..and maybe a pint or two to sip while I'm listening...that would be better still, lol!!