Same here, and what happens when some sort of power surge screws up your PS3's HDD? Then you lose all your money since you lose the game that's stored on your HDD!!
I would rather have a physical game and a case to carry it around with than downloading a game to a harddrive.
"Please understand that in cases where the OS itself is acting in an unstable fashion, this software could behave in unpredictable ways. Unfortunately, this happens to be the case at all times with Microsoft OS's." - Japanese PC game disclaimers!