Is there anything different between the download version (unlocked demo) and the CD version?
No, there are no significant differences between the version on the CD and the downloadable version once it is unlocked. They both have the full feature set. The advantages of the CD are that you’ll have a physical copy (a better gift!) and that the CD includes a DirectX installer, which might benefit people who need to upgrade DirectX, but have a slow (or no) Internet connection. The advantages of the unlock key are that you can start enjoying the full version instantly and it is cheaper. For these reasons, we recommend download-only rather than the CD.