Books - Physical.
Music - Digital. Though I still pay for/download songs and albums individually via the iTunes Store, as I want to completely own my music and not be 100% reliant on a subscription streaming service.
Movies - Both physical and digital. I don't buy as many discs as I used to, but I do still buy 4K Blu-rays of my favorite movies of the year (maybe five or so titles per year), as the quality is simply better than 4K streaming, and again, I don't want to rely solely on streaming, should Apple or whoever remove or edit titles. That said, I do download all of my physical purchases via Apple TV, for quick access, and even though the physical 4K quality is better, I admit it's way easier and more convenient to watch movies digitally.
I actually recently moved into a new place, and literally just finished setting up my physical movie collection in my office...

Because someone will inevitably ask why the gaps...
Row 1 = 4K Blu-rays + Blu-rays that are part of franchises that have 4K titles
Row 2 = Criterion Collection Blu-rays
Rows 3-6 = Blu-rays
Rows 7-8 = DVDs
Yes, I'm a freak when it comes to this stuff, and proud of it.