I keep the game boxes, not just for value reasons, but to me it feels if you chuck the box away you don't really care about the game as much either.
Also, if it's a cartridge that's small like a GBA or DS game, you could so easily lose it, just like SD cards.
Me and Dinoh were talking about this very subject yesterday in the shout box as a matter of fact x)
(also this is why I have a quotes thread on my board, it's useful:
8:22 PM - DinohScene: I like having a bookcase full of games you know 8:23 PM - Touko White: it feels like you care about a game more should you have a cartridge or disc or whatever 8:23 PM - Touko White: cos you have to keep it in condition/etc. 8:23 PM - DinohScene: indeed 8:23 PM - VinsCool: Physical >>>> Digital 8:23 PM - DinohScene: you can actually hold the value of it in your hands then 8:23 PM - Touko White: yep)