Any format that ensures I can play it today or in 10 years. Most games I buy on Steam and when the GOG or pirated verson gets released - even if it’s years later - I get a backup.

Recently Last Epoch, which currently has a full offline mode, might not stay that way for long with the acquisition from whatstheyface, so I still play the Steam version but have a fit girl I know provided me with a nice fallback if I ever need it…