When I want to really connect with a piece of music, vinyl does it best for me.
One thing I'd add is if you're near a big city, access to cheap vinyl is a big plus. For $4 or $5 bucks I've explored the entire Deep Purple catalog, Tommie Bolin, Modern Jazz Quartet, Brand X etc etc. Vinyl feeds my exploring nature on the cheap.
But I do have 2,000 CD's, stream music, have an IPOD, and Sirius XM for convience and mobility. But vinyl for serious, lights out deep connection listening.