As a gamer, though I always go for the physical disk, most games are going the way of the digital download anyway. In other words though I have the physical disk of Bioshock, the game is actually installed through Steam, or Mass Effect is installed through Origin... making the requirement of using the physical disk moot.
BTW Skyrim requires Steam so while having the physical disk is nice, once the game is installed, you'll probably never look at the disk again unless you just like looking at the art.
As for performance... there really isn't any difference between reading from the disk, or reading from the drive.
As to which route to take... the game will actually make that choice for you... does the game require Steam or Origin? If not, the disk will probably be required to be used.