Not really, and I'm fully aware...physical media can/does sound better than a download, but for me the convenience outweighs it. It's not a big enough difference to my ears to make it worthwhile.
I had several hundred CDs in jewel cases up to about a couple of years ago, at which point I got rid of the cases and put them in big binders because I couldn't make myself part with them. I'm sure someday I will.
I have started buying some vinyl, but it's mostly because of the "cool factor" / nostalgia thing. Though, I must admit they sound great.