Create an ISO-Image and make use of Virtual DVD. That's the way we work.
Extremely flexible and fast
download and save onto a USB stick?
This is what I do for a couple of years and it works better than any DVD (faster).
And I have all DVDs available on the same USB stick.
A 16 or 32 GB is enough.
And as far as I remember there was an announcement with ST9, that this is the last vesion which will be released on DVD?
In my experience you can download directly to a thumb drive and install from it. No need for an iso image.