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Original post by Extrarius
The biggest problem with P&P RPG (beyond the stigma) is that it takes TONS of work compared to MMOs and the like: you have to find out about the game, meet some people that do it, find a good GM{definitely not easy}, possibly spend $100s on books, mats, dice, etc, and then actually schedule games and make them.
It's really not so bad as all that. Looked on Froogle for Shadowrun (one of my favorites), $25.50 for the 3rd ed rule book. All the rules you need, and even covers much of the material that used to be in supplements. In fact, just to get started, you don't even need that many of the rules. Raid your game shelf for some regular old six sided dice (You do own Yahtzee, right? ;) ) and you're set! Get some friends together, do the story like a ghost story (i.e. taking turns) done.
Sure, MMORPG's are still always available, but not necessarily the people you want to group with.
EDIT: Oh yeah, and D&D has its place. It's the best I've found if you just want to dive some dungeons and slay some dragons (funny how that works ;P ), but not so much if you want something deeper (but sometimes it's fun to be shallow).