Mac OS X: As we mentioned before, OS X Lion is now available for sales in USB thumb drive format at Apple Store. It is good for those with slow Internet connection or who prefer to keep a physical OS X installer.
The USB Thumb Drive version is same as the digital download version. However, if you install OS X Lion using the USB thumb drive, you will not able to reinstall OS X Lion from Lion Recovery. You will need to use the USB thumb drive to reinstall OS X Lion. (Read: Do NOT lost the USB thumb drive!)
You might also like to learn how to create a OS X Lion installer on DVD