I have many more DVDs than games...but that's because they're cheaper. I get almost all my movies for under $10. If you ignore the price difference - games.
There's no DIE HARD WITH A VENGEANCE game, so DVDs automatically win 
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The game is so worth owning. The first two parts of the game the level by level 3rd person shooter and the Sony Mouse (before guncon) shooting in the second part were just awesome. 3rd part had me so fucking confused i didnt know wtf i was doing. And skip the sequel game that was set in las vegas that was pure ass.
As for games vs movies if price wasnt a issue i'd say movies. Mainly cause a i'm lazy and b sometimes my hands need to be on something other than a controler. Plus you cant play games while your sleeping. I can watch movies while i'm sleeping wake up half way inbetween something and still enjoy it. Name one game where you can do that.
But heres the kicker, i'm so fucking disensitized to shit that video games are the only way to freaking scare me (except for event horizon) and build some crazy tension. Dont get me wrong i love movies and dramatic movies. But playing graw and being in the thick of something and haveing to make split second choices really gets me going. Movies are for relaxing while games are for experiancing shit.
As for art i beg to differ about gaming as an art. I love looking at 8bit and 16bit sprite art and i fell in love with GBA games cause of the DSL's bright screen. It illuminated a new form of art to me. How just a few polygons for a character and a beautiful static sprite can make games look so damn awesome is beyond me at times.
those are my thoughts though