Can you buy the expansions at retail store?

Nope, you have to download them. I found this out after shopping at three or four retail stores for them. they are definitely worth it though! Also, once you've dowloaded it, you can always download it again, no charge, say if you get a new computer or play on a desktop at home but on a laptop when traveling (as I do). Stardock is great!

DA can be found in stores, but not by itself - the gold edition had DL and DA. Since you already have DL, that's not your best option.

Buying both in download form is the best option, but you said you couldn't (I'm assuming for bandwidth reasons). You can also buy both of them with download + a disc shipped to you, but it will be a bit more expensive. Either way, an internet connection is necesary to get the patches. If you're installing on a laptop or are willing to move your comp, you might consider downloading from a friend's connection, or work or something. Get the game and all patches at the same time.

I'm told there's a way to download the patches on a different computer and transfer them manually, but I've never done it. I'll let the people who know what they're doing explain that.

We'll also be releasing a full bundle box shortly (in a month or so AFAIK), if downloading is not an option.