Cross-platform: yes in most cases. The PCDD of Human Revolution, for instance, is currently higher in price than a physical console copy though only by $10 in my area.
For straight-platform it is often cheaper depending on the service. Steam is great since it has specials practically every day, with larger ones on the weekends and midweek. GoG remains pretty cheap, while also providing weekend and special deals.
I find Impulse to have atrocious pricing, but since that is owned by Gamestop it is to be expected. Often looking through the Gamestop site, I come across PC titles that are roughly half the price for a physical copy than their digitally distributed counterparts.
But the one thing I cannot possibly understand are the digitally distributed game strategy guides retailing for $20 to $25 a piece. You are using the internet, everything that you could want to know about a game is right there. For free.