As of 1st July 2014, if you lodge an activity statement electronically you will NOT receive any more paper activity statements.
The ATO will continue to send paper activity statements for form types:
Q: Annual GST report
R: Quarterly PAYG Instalment only
S: Quarterly GST Instalment only
T: Quarterly GST Instalment and PAYG Instalment only
Transitioning activity statements to be fully electronic is one of the steps the ATO is taking to keep pace with community expectations.
For full details from the ATO point of view: