Hi, it depend on your constraints :
If you download, the amount of data required for the first install is flexible between 7Gb and 70Gb. It can take a long time, depending on your Internet connection.
Moreover, your computer would need to be easily connected to the internet for regular checks of the product licence.
With DVD, you have a fragile product, you will wait for delivery and you will have to insert disc 1 every time you launch X-plane to check your product licence. This can be annoying.
The choice is yours.