Massively has a story about the hidden costs of online games and virtual words, the bandwidth consumption:
Basically, consumption of bandwidth. If you're an average user on capped access, the odds are you have roughly 20Gbytes per month to allocate among all of your Internet usage (it varies depending on just where you are). For you, sucking back (for example) a 2GB World of Warcraft patch isn't something you can just do. It's something you have to plan for -- and quite often you have to plan for in the following month. Even a 500MB download has to be handled with caution.
MMOGs as a rule don't use a whole lot of bandwidth in actual operation. However, the quantity definitely rises in busy areas with lots of players, where there are large numbers of mobs, or on raids, and takes quite a much larger jump if you're using voice as well. Most of the content is already sitting on your hard-drive, after all, and the server just has to let you know where it all is, and where it's all going.
The problem is getting that content onto your hard-drive in the first place. The most efficient method -- and quite frequently for users with capped Internet access, the cheapest -- is the optical disk (CDs and DVDs). Large amounts of data can be installed to the drive in only minutes, whereas for many, the cost of an online download of the same data can be more costly than purchasing a physical disk (depending on plans).