I prefer betting in digital world. By doing so my family won't know that I'm into gambling and I can even bet in comfort of my bed without the need of looking for someone to entrust my child or driving a distance.
I like digital casino more as well, but I don't think that hiding the fact of gambling from a family is good. I just don't like to deal in person with strangers and I believe that real casino is pushing more on a person with these drinks and other people around, so one can lose more money there. I am not sure is casinos are legal in my country, but they do exist.
Oh, another thing about digital casinos being better is that they are provably fair and you really know that, say, poker cards are random and you didn't get them as a result of a professional trick from a card sharp.