I always buy the big four: Royal Rumble (I love the battle royal), WrestleMania (it's the SuperBowl of wrestling), SummerSlam (it's my birthday event (August 29th), I've been to two live, and have seen every single one live on pay-per-view since it's inception), and the Survivor Series (I love the elimination matches).
Other than that, I usually download the other ones. Except for anything with an elimination chamber (except the ECW one, I knew that event would suck).
And I also buy the Taboo Tuesday/Cyber Sundays as I love the unpredictability of the events.
As for TNA, they're all downloads except for Lockdown (I love the all steel cage format).