You can tell I'm not fond of the OAT CBT!
Fair dues, I guess everyone has their own preferred way of learning. I think one of the main reasons I like the CBTs is that your hands are free to make notes directly from the screen without having to hold a book open; that is, after I discovered you could press 'P' to pause rather than having to repeatedly rewind to catch an important fact.
One of the benefits of a paper book of course is that you can quickly look up anything you may be unsure of at any time during your flying career. The CBTs are not so good for that, unless you have a PC handy, and are prepared for some serious fast-foward and rewind to find the thing you're looking for.