I collect Star Wars (Dark Horse) and DC titles but like them in graphic novels and preferably hard covers....just looks nicer to handle...like a steelbook vs. amaray type of comparison, don't you think? I will never buy retail though...my favourite "used" bookstore always gets over stock and I get them half price or less...I am eyeing those GL Gil Kane omnibus...still prettyy expensive at $30.00 each (that is half price!)
The only physical comic books that I still pull and then buy at my lcbs are Wolverine, Wolverine and the X-Men and Invincible (the best superhero comic book on stands today).
In the hardcover/trade paperback format, I've been collecting 30 Days of Night, Astonishing X-Men, Daredevil, Powers and The Punisher (MAX), and while these series are now over, I proudly own Supreme Power and Y: The Last Man (my absolute favourite comic book series of all time).
With that said, I buy most of my weekly comic books digitally through the comiXology app on my iPhone (which is hilarious because, being a comic book reader of 25 years, I used to be totally against the format). My current digital pull list consists of Atomic Robo, Justice League, Locke & Key, Mind the Gap, Morning Glories, Saga, Saucer Country, Ultimate Comics: Spider-Man, Ultimate Comics: The Ultimates, Ultimate Comics: X-Men, The Walking Dead, Witch Doctor and Wonder Woman. I'm also buying Action Comics, Aquaman, Batman, Detective Comics and The Incredible Hulk, but I haven't really been enjoying those lately, so they're all on the chopping block. For mini-series, I've been buying America's Got Powers and the started-off-cool-but-now-is-just-horrendously-bad Avengers vs. X-Men.
I'm coming to the point where I'll be dropping a LOT, though, including all physical copies. I used to love my physical comic books, but in this day and age, digital's been cheaper for me and much more convenient in the sense that they don't take up closet space, I don't have to worry about condition/value and there's no more agony if I don't collect all the variant covers. Plus I can read comics all day at work and not get caught.