Which do you prefer reading a book on a device (kindle, phone etc.) or actually holding the book in your hands?

I have a love hate relationship with both ways of reading.
I like to read on my phone with a book app called GoBook because I can read in the dark. But I hate not being able to feel the actual book. I love reading with the actually book because I feel more connected with the book. But I hate having the light over my eyes and sometimes hard covered books get heavy. Another reason I love reading with my phone is because I can pretty much get any book for free.