Here we go.
Blizzard has finally set foot into the digital age. As of today, WoW players can buy The Burning Crusade expansion set and World of Warcraft classic from Blizzards own web page, and download the appropriate clients. There is no need to buy CD/DVDs and you can start playing right after you downloaded your client.
This definitely solves a lot of problems some players had with their store purchased versions e.g. missing pets from collector's edition.
Aside from the client download, players can purchase keys directly from the web page, and upgrade their accounts while waiting for the download to finish.