I'm not as against digital movies and games as I am against digital comics.
But I like having copies on disc that I can loan people or take somewhere else. I'm sure you can move machines and stuff around. Maybe I am just against change.
My biggest fear is if your whatever crashes and you lose everything compared to maybe ruining one disk.
I think in the case of the PSP you are allowed to install a downloaded game on up to 5 devices.