That depends on your region and what's available to you. Most publishers either have their own digital services or offer digital releases on various storefronts.
Have a look on the websites Image Comics or Dark Horse, find a comic that might seem interesting (or Google a list of some) and then look the title up online. Physical is always much more fun given the ownership side of things, but when that isn't an option then digital is just fine.
Ah, I see, will explore those in my free time.
I generally don't mind if it's physical or digital copies, I just figure that the latter should be more accessible.