For me it depends on whether I’m getting the music to listen to or to dj with. If it’s an artist that I’ve always enjoyed and that I’ll want to listen to, I’ll pick up the CD, both in order to have the full album as well as to have a physical copy (I’ve always preferred to have something tangible). CDs always pay off for me when they’re of artists I really admire, especially because they’re the artists that have made their albums to be listened to in their entirety–placing the tracks in the correct order (or mixing them all together) so that it really takes you on a journey.
Otherwise, if I’m looking for or really like just a few tracks that happen to be on the same album, I won’t usually spring for the CD, I’ll just go pick up the individual mp3s.