absolutely! I collect CDs, and to be honest, I don't play them often, but it has been worth it for three reasons:
- the artist sees more money (at least, from new CDs)
- the liner notes can add to the experience significantly
- I get a DRM-free copy of the music that I can play on any of my devices and use however I see fit.

I have a few DVDs, but since they have DRM (which is easily breakable, but still illegal to break) they're not as valuable and I'm more willing to stick to streaming. It's still nice to have them just in case they disappear from the Internet, as they often do.