I don't think you understood correctly. Some games, can be started without the Steam Client running and are using Steam only as a delivery and update service.
e.g. Saira, Chaos Engine or Shufflepuck Cafe don't need Steam for anything but downloading and there are a lot more actually.
There should be a list on the Steam forums or the nets somewhere I guess. I admit I never cared enough to further investigate.
:)

I got Crysis 1 for ¥100 (~$1), once on Origin Japan. :)

We have a thread here at GOG with a list of DRM-Free Steam games:

http://www.gog.com/forum/general/list_of_drmfree_games_on_steam/page1

Yes i KNEW there was something, thanks forthe link :)

for iOS: Knights of Pen & Paper is currently FREE

https://itunes.apple.com/gb/app/id549248038?mt=8

edit: so is Horn
https://itunes.apple.com/gb/app/id549350579?mt=8

I do understand, I just wasn't clear in my response. My stance is political, not technological, in this case. :)

I see.

For Mac users: Feral Sale
Borderlands GOTY ais $7until 24th April, -75%

Lego Indiana Jones 2 is $5, -50%

Lego Star Wars Complete Saga is $10 -50%

and (Not Feral)
Master Reboot is $6, -50%

in the MacAppStore.

A polish site has a Bethesda sale. Most are steam afaik:
http://muve.pl/bethesda

Which makes me wonder is $8.3 for Oblivion GOTY deluxe a good price?

No, has been $4.91 at Nuuvem in the past.

isthereanydeal.com to check.

Great site, thanks!

Welcome, no problem! The filters, on the side, are great as well. If you make an account you can save different filter settings.

It's actually $5, also from the Feral store

New Game Music Bundle, the 7th:
http://www.gamemusicbundle.com/

$1
The Banner Saga
Device 6
Broken Age
The Floor is Jelly
Luftrausers

$10
Transfiguration
Starbound
Yawhg
Magnetic by Nature
Escape Goat 2
Curious Merchandise
Winnose
Eldritch
Bardbarian
Tribes: Ascend
Into the Box
Soul Fjord

Tracks available in FLAC, ALAC, and MP3.

sorry misquote. is $5 in the Appstore, too. So many voices in my head ;)

and Games Music Bundle Sale:*
$1
Banner Saga, Deveice 6, Broken Age, Floor is Jelly, Luftrausers

$10:
+12 more
e.g.
Journey (PSX) Piano Album, Escape Goat 2, Eldtrich, Starbound
*an sniped :)

PS: IGS today is Luna’s Wandering Stars

Keep in mind that Nuuvem is meant to be used by South American customers only, so it's not necessarily representative regarding the best prices, because they're always lower over there. Noone will prevent you from buying there as a European, but they ask you to sign that you live in South America when you create an account. :/

Games can be bought from Nuuvem w/o any VPN funny business, afaik.

edit: Definitely check for regionally locked keys before buying, though.