While we're entirely supportive of PSN releases, we recommend you buy the retail version if at all possible. Why? Only the retail version will include the bonus two-disc soundtrack; a digital version won't be bundled with the PSN game. Considering both the UMD and retail versions will cost the same at launch, it's a no-brainer as to which version of Persona you should buy.
For a full rundown on what's new in Persona, don't forget to check out Atlus' walkthrough video.