If you want a set of DVDs and do not mind paying for them to be shipped to you or waiting for them to arrive, then order the DVD version.
If you do not want a set of DVDs (or don't have a disc drive to use them with) then buy the digital version. Of course, you will need a reliable internet connection to be able to use the Digital version.
Other than how they're installed, there's no difference between the DVD and digital download version. They both include all the scenery, aircraft, updates, etc.