I find going to shops a little bit frustrating, in terms of price at least. Does force you to take a much more open view on what you might buy though which is for the good. Record fairs like Olympia make me feel like I've joined a mysterious legion of old men though. Mind you, I was talking to one of my students about record collecting this week so the bug lives on...
This is a bit mental but an amusing read:
http://www.furious.com/perfect/recordfairs.html
Record collecting hasn't really died for me, it's more like it's been reborn. I rediscovered an old interest, indulge my geeky side, found out about loads of amazing music and genres I was previously unaware of and met tons of people. It's been a refreshing change and influence. It enhances me social life (I can't imagine taking a few beers and some MP3s round to a mate's house being as interesting). It even encourages me to be creative in the broadest sense of the term, with a little bit of DJing, making comp CDs and so on.
A lot of the above could've happened with digital music, I suppose, but vinyl seems to have brought out the best sides of all the above.