For arzg's benefit, there are a number of other digital distribution services that compete with steam:
Impulse
Direct2Drive
Gamersgate
A minor advantage of these is that once the game is downloaded and installed, you don't need to run their client to play the game.
With steam, you still need to startup the steam client and wait for it to figure out what mode it's in (i.e. online, offline, network not available). Some games also go on sale sooner on these services than they do on steam.
I've personally used steam, impulse and GoG and would happily do so again.