Both options have their pros and cons. For me, the biggest con with going physical is the wear on the system's disc drive and lens. Brawl
destroyed my Wii's lens twice. I'm not sure if the Wii U's is any hardier, but I do have my worries (I'm getting my copy physical). On the other hand, if you go digital, you can't take the game to someone else's house or let them borrow it, which can be a big deal if that's something important to you. Of course, the improved load times are a huge plus for digital, but then you can't get the bundle with the adapter and controller.
This decision has actually been a surprisingly tough one for me, and I'm the type of person who always go physical without question.