The last game I bought retail, brand new, on the shelves, was Valve's Orange Box (yes, retail). That was back in October 2007. The other retail games I bought afterwards were all second-hand, some of them old, bought mostly from eBay (and I'm crossing my fingers, but so far after 20+ purchases of used games there I haven't had a single issue, perhaps it's just luck, but I'm happy with that). The "novelty" of physical copies, having a box, an instruction manual and the CD-ROM(s)/DVD(s) has worn off for me since Steam grew up and saw new titles added to it. I do still keep buying used retail copies from eBay or sometimes, very rarely so, I actually go to a store, local or not, to find a game I've been looking for but didn't felt like buying it on-line (last one in that category is Baldur's Gate II, which I luckily found by pure coincidence in some random generic store when I went to my counsin's and was passing by there and stopped to take a look, it was still a used copy, but retail, that's the point here).
Back in the days it was of course all we had, retail and physical copies, so we've pretty much all been growing up with that and got used to it fast enough, and we've also pretty much all had to make the transition to PC games being sold brand new in stores commonly so, to the point where you can't even rent them anymore, and when you do find them they're used and put in some obscure corner of a store where almost no one goes and takes the time to move the boxes around in the "used PC games basket" where they've all been thrown there like the waste they apparently became. I can already picture the gamers of tomorrow being told by their grand-parents (that may end up be ourselves here, it could happen that fast) how it was in their "good old days" when physical copies of games "even for Consoles!" were made, and the look of them kids in absolute confusion on just how that would even be possible.
Times change things, and adaptation is needed, at the moment we're still in a point in that change where we can make the choice between digital or physical purchases, but, in my book, I would say that ultimately any forms of physical purchases of games, even on Consoles, is something called to disappear over any given period of time necessary to do so, but I'm fairly certain that it will happen one day or another, maybe not during my living, but maybe our kids or their own next of kin will see that happen and look at our current period in history books. All of this seems far-fetched for even myself whose typing it, but I can tell you this; never would I have ever been able to even imagine only 10 years ago that one day I would be able to purchase and download a full game from the seat of my room without moving more than my personal computer's mouse, much less start questioning the actual usefulness of physical copies. So, in the end, to actually answer the thread's main question, yes, I do like having a physical copy of a game, used or not, but by now, after some adaptation over the last couple of years, I can tell you that if tomorrow I would be told that it wouldn't be possible anymore and could only buy my games on-line, I wouldn't faint about it and would simply move on to the new trends.