We buy DVD's.

From www.bestbuy.com when they have really good 
prices and free shipping (which is often).  From 
www.rightstuf.com when they have an interesting 
special, or I want to reward them for being good 
people (I buy all Kare Kano there, because they 
went out on a limb to license it).  Once in a 
while, from www.bestprices.com if I want to buy 
several things at once that they have cheap, and 
I am not in any hurry....

Then, I resell much of it on eBay or to Robert's 
Anime, in order to get some of the investment 
back if I don't want to add it to the permanent 
collection.