Interesting - seems we're about 50-50 on this.
I weigh in with Punki, JAWS_II, Catman, and pgupta011 - I prefer e-tickets. A lot of my travel is on short notice and with e-tickets I don't have to worry about where I'm going to be when the piece of paper comes. Working out of a home office where there is not necessarily anyone there to receive tickets, e-tickets are a great convenience for me.
I didn't use them until a couple of years ago but have been happy since I switched over. I have never had a problem with a refund; in fact, find refunds much easier. I just call the airlines with my confirmation number; no paper to track or return.
I have very much appreciated the advice here lately about travelling internationally with paper tickets. I was unaware of the problems until a few of you started mentioning them. I would never travel internationally on an e-ticket, until such time when the system is improved.