Both Microsoft and Nintendo have already experimented with this. During the first few years of the 360 you could take a memory card up to retail kiosks to download demos and a few in-game items. And Nintendo use to let you(not sure if they still do) wirelessly download demos and in-game items for the different versions of the Ds. While this is a few steps down from a full game download it's atleast a step in the right direction for what they might be able to do in the future.