Best digital format (non streaming)

Sure there are higher resolution formats available but most recordings come only in 1 or 2.  If you want that music, the format is not in question.  Besides, you have to convince yourself that you can hear any difference with the higher resolution medium. 

FWIW, I listen to recordings in my collection which range from CD resolution (16/44.1) to PCM 32/384 or DSD256 and I cannot recall a time when I've selected by resolution except when testing or trying to impress someone.  Choosing between stereo and multichannel?  Well, that's another story.

Likely, there are some (crazy expansive) specialty outlets that let you buy and download high res files? 

Yes, there are but prices and repertoire vary.  I am generally familiar with classical offerings.

And only storage media will be computer/harddrive/USB/DVD-R/SSD? 

That's my preference since it is easier to store, organize, access and play than physical discs.

Or can I buy Dark Side of the Moon or Brothersin Arms in high res on physical media?

You can.  I did.