Half Life 2 - Download or buy CD??

I got a chance to play HL2 last weekend, and realized that I need to buy this game as soon as possible. I'm just a little unsure about whether I should run to Best Buy and buy the CD's or just download the game through Steam. Anybody know the pros and cons of each method?

Thanks guys, I'm downloading it through Steam right now, seems to be working fine. Hopefully it will be ready to go by the time I get home from work, I'm going crazy waiting to play this game.

Dont be alarmed if after the download it takes a while to load. The first time I ran it it tooks about 5-10 mins to start. I imagine it is uncompressing some of the files it downloaded.

I bought it through Steam...no problems whatsoever