I hate shopping for CDs in a retail store. Unless I have some titles written down I can never remember what discs I want, and if I do remember, I have to hunt them down and hope that they are in stock. For me, shopping for CDs in a brick and mortar store is usually a stressful experience. Sorry, I don't get a kick out of chatting with the clerks with new-wave hairdos.
However, shopping on iTunes is a joy. Finding the music I want is easy, and I can listen to a 30 second sample with a double-click of the mouse. The store even provides recommendations based on my previous purchases. I get the music right away, and the best part is that I only have to pay for the tracks that I want.
Of course, iTunes is currently only offering 128kbps AAC files with DRM, but that is starting to improve with the offering of 256kbps AAC files (arguably indeterminable from CD) free of DRM for EMI's artists later this month.
I understand that many people don't share my enthusiasm for shopping online for a multitude of reasons, but I can't see how 5 years from now the majority of music purchases will be done online.