If I understand your question correctly...
1) If you buy the games on GOG, you own them. They are attached to your account and never, ever go away (assuming GOG stays open forever, God bless 'em). You don't have to download them after you buy them for them to stay on your account, and you can always go back and download your games again.
2) You cannot buy boxed copies of a game from GOG, sorry.
3) The installers have no DRM whatsoever, so you can download the installers, place them on a disc, hard drive, flash drive, SD card, etc. and then store them however you like and still use them at any time, whether you're connected to the internet or not.
4) If you did want to store your saved copies of the installers in mock-ups of the original boxes, there used to be an awesome thread with inserts for CD cases that would make them look a lot like the original. Hopefully someone can link to that.
Post edited December 24, 2011 by Runehamster