Ivy, unless you want a retina display you can still get a MBP with a disk drive. The new retina display MBP does not have a disk drive.
As already mentioned, Apple has all downloads available via the Mac App store. I believe you had a concern about band width so that may be a consideration. Since Apple no longer releases new OS on a CD, If I want to upgrade to Mountain Lion I would need to do so via the Mac App store.
My wife has a Mac Air. She loves it. I've not have any issues with updates. The Air is much faster than my MBP (2009). I have 4 Gig of ram and 250 GB HD. The SSD in the Air allows faster boot up and shut down as well as processing.
I do have a tera byte external HD that I use to back up both laptops and an old iMac.
When my MBP dies, I plan to go with an Air.
Hope this is helpful.
Mike