Edmund McMillen of Team Meat fame recently released "The Basement Collection," an enhanced compilation of Flash games he created over the past decade. If, for some reason, you shun the very notion of downloading games, said collection can be purchased in physical form.
Included in the $20 box are three DRM-free copies of the game, to run on your platform of choice: PC, Mac, or Linux. There's even one Steam code included, so you can add it to your digital library. The box set also includes physical bonuses, like a 36 page art book, and a Steven sticker. The retail set also includes a copy of Indie Game: The Movie and full soundtracks for all the games.
Of course, if you can live without all these goodies, you can always pick up a digital copy at a significant discount--$4.