Paper all the way here. I do a lot of on-screen reading for my coursework and research, and I admit the accessibility and storage of it is nice. But I simply don't retain information as well (for scholarly reading) and I find it far less immersive (for leisure reading, although, what's that? LOL!)
Certainly an e-reader is more convenient, especially where space is an issue. But I find that for all that I am a child of the digital age, my brain has not evolved that far - I have a need to interact with a physical object, apparently. And I just like it better.
OH has an e-reader and I was never really inclined to try it. After him using it for a year or two he recently told me that he wants to go back to buying print copies. So I feel oddly justified
But honestly I do appreciate that e-readers are nice for travelling and quite a bit nicer for reading on than a laptop screen!