The digital libraries I use have ebooks, audiobooks, music, movies, etc. that you can download and keep for a period of time. I download audiobooks and listen to them on my iPod while I do chores. I download ebooks in Adobe EPUB format so that I can read them on my Kobo. If you require hard copy, I’m afraid digital libraries are for you.
I like a book on CD sometimes, especially if I’m going to be on a long drive or have major cooking projects planned, but physical books are my main source of everything.
We get movies from Netflix with the streaming video thingie, so it’s rare for me to get one at the library these days. Before we had Netflix, I got most of my BBC-tv shows on DVD at my local county library, where we could check out for a week.