Not only does this help you have everything at your fingertips but it also saves time on waiting on the actual paper copy. That allows you to go ahead and start working on your return so that you can have your refund back as soon as possible.
In fact, check this out:
Many companies, including the military, have their employees W-2’s available online. The documents can be downloaded via a variety of outsourcing companies so the distribution process of the W-2’s are automated. Your employer should alert you as to whether or not you will be able to access your W-2 online.
If they do allow you to access it online, you will get the benefit of being able to file your taxes earlier in addition to not waiting for paper copies, and eliminating the security risks that come along with having that information sitting around on paper.
Don't wait on someone else when you can have it sooner.