I just rent them through NetFlix. Unless I really enjoyed a movie and feel I'd want to see it a few more times, I don't think spending 15-20 bucks is worthwhile.
If I really like a movie though, I will buy it. Usually on Amazon.
Stuff like Grandma's Boy, Tommy Boy, Requiem for a Dream, Trainspotting, Pulp Fiction, Training Day. Comedies that I would rewatch, or sometimes dramas that I really liked or felt are somehow important.