My husband gets downloads, and there are other sources with free courses available to download. I’m stuck with CDs, though - I have one player in the kitchen and another in the car! I haven’t bought any on video, because I don’t spend any time sitting in front of the TV. Maybe I will when the baby’s born, though; there are several courses I’m interested in that are video-only.
I'm slowly (very slowly) working my way through the astronomy course (96 lectures!) as well as the visual tour of ancient Rome. No way to do those on audio, I'm afraid. The art history courses are also excellent.