I need to do this too, and have been checking out a lot of options. There are lots of carts for digital goods. In the end, I've decided to go with FastSpring, as I like the way they don't rely on PayPal, and that they place the money straight into your bank account, rather than requiring you to use another gateway provider. Their documentation is clear and well presented.
However, other solutions may suit you better, and a quick Google search of 'sell digital goods online' etc. will throw up lots of options. Off the top of my head, others I considered were FoxyCart, Ejunkie, Avangate, Plimus, Mals, eSellerate, Kagi, Shopify, BigCartel, JShop... and that's just a fraction.
EDIT: I've also used LinkLok, which is a really nice little script that you place on your site and which works with PayPal etc, but I don't think it provides a list of who bought what.