I prefer fiction in book format because the depth of characterization, thought processes, internal monologues, etc. allow me to connect with and understand the characters at a level that is impossible when watching an actor portraying that character on screen.

Personally I find the messages, lessons, principles, and insights come through a lot more clearly when I have access to the characters' internal thoughts, perceptions, and reasoning, and you get a lot more of this in the printed version.