I ran across this in the About.com site…sad to say option A is still alive and well, but do make it easy for the offices still creating paper copies for you. BD
Today's Healthcare 101: How to Request Your Medical Records
If your doctor's office is paper-based -- and let's face it, most still are – A. Leave a stack of self-addressed, stamped envelopes with your doctor's office, and a printed, colored label to affix to your file indicating that you would like photocopies of all lab tests sent to you. Most offices I've found are more cooperative when you make it easier for them to send you a copy.
B. Ask your doctor's office if they are using any electronic patient communications systems for sharing results. Some computerized offices now use various HIPAA-compliant, secure online systems where they can post your test results, and you can review them via secure login access over the Internet.