The disc will allow you to install the game faster because you don't have to download it entirely. So if your internet isn't very fast that's an advantage. Plus some people like having a box on their shelves.
But even the disc version of the game has to be activated on Steam, so almost all advantages that Steam itself offers you will get with the disc version as well. After you've registered the game on Steam with the disc, you could even throw the disc away and just download the game in the future.
If you don't care for these advantages of the disc version, I'd go with whatever is cheapest for you.