Getting a game for free is definitely an incentive that I think we all love, haha!I do download some games but those are mostly indie games, otherwise I will go and buy the physical copy. Like you said, I like having that shelf full of my games to be able to play whenever I want. So I have always been more inclined to buying the physical copy of the game than downloading it. The other time that I will download a big game like Call of Duty or Lords of the Fallen is if PlayStation Plus or Xbox Gold is offering it for free.
With games like this though, generally they're not going to be the new releases, and because if that they winter take up too much data and also won't take long to download.
Another factor when it comes to downloads is your internet connection and speed. If it's going to take you 24 hours to download a game, your obviously going to just choose to buy a physical copy I would have thought.