You guys should put this list up on wikipedia and link to it from the DRM page.

Only a CD Key.

Wikipedia is not massive lists of stuff. Well, it isn't supposed to be (those pages should almost all technically be nuked).

Why? I love those pages. They're greatly useful.

Knights of Honour lost its DRM with its final patch.
Rather helpful, given that the DRM would cause the game to refuse to run if it detected even the remnants of certain programs which may or may not be used for avoiding CD-checks. That was among the most dismal DRM I've encountered.

Endwar was released without DRM.
Games with the DRM patched out:
ArmA: Armed Assault
A Vampyre Story
Avencast: Rise of the Mage
Civilization IV: Colonization
Far Cry 2
Heroes of Might & Magic V
Neverwinter Nights 2
Neverwinter Nights 2: Mask of the Betrayer
Neverwinter Nights 2: Storm of Zehir
Neverwinter Nights 2: Mysteries of Westgate
Prey
Stronghold 2
Stronghold Legends
Stronghold: Crusader Extreme
Supreme Commander
Titan Quest
Tom Clancy's Splinter Cell: Double Agent
Warhammer 40,000: Dawn of War: Winter Assault
World in Conflict

Careful with Far Cry 2. Some of the digital versions still use Tages.

I believe Sins of a Solar Empire is DRM free

While it varies from game to game, my experience is that it doesn't run the DRM removal tool (that could break other games).
So yes, you are "installing" DRM on your machine. But keep in mind that most of the games listed just used a simple disc check, so nothing was really "installed" in the first place. So if it was a disc-check that was confined to the executable, I would assume that most of the DRM is gone (like running a crack). If it was an activation model, I have no idea.
As for the effect on your machine: I think the only DRM that ever came close to causing problems for machines was Starforce (and that one is still iffy). Beyond that, I think (I could be wrong) that most problems will be if you are running Daemon Tools alongside it or something. That doesn't include the freak problems, but people have been having those since the floppy-check was invented.
Also, I am not sure if you guys should really be listing those games that had DRM patched out. Most of them still have serial keys (which IS a form of DRM), and, as soul asked, they still use DRM at some point.

It depends on what DRM system was used. For example, SecuROM doesn't actually install/activate until you run the game because it's 'wrapped' around the game's executable. So if it's been patched out of a SecuROM game (for example, Titan Quest, Supreme Commander or Dawn of War : Winter Assault), you install the game, patch it up, and never have to deal with any DRM issues at all.
Also, if you're buying a new version of the game that includes the patch that removes it, typically the DRM is already removed (example : Director's Cut Edition of The Witcher).

Interesting you mention SecuROM here. I have FarCry 2 (because it came with my graphics card when I bought it at the end of 2008). That uses a cut down version of SecuROM. However, the DRM has been patched out with the 1.03 version. Upon reading about this (on this thread in fact) I decided to patch my copy as it was still installed, though I've not played for some time. Now it has no disc check, but I know that SecuROM is still installed.
If I were to uninstall the game, SecuROM will still remain as it is not removed by the game's uninstaller.
Even if I were to do a full format and re-install the game, SecuROM would be installed from the DVD and then it's use patched out.
I don't know how the activations side of it works though, having not done a re-install of the game. I'm guessing that the activation limits are removed by the patch?
But the point is, SecuROM remains on my system (albeit a cut down version that was installed) so there is still the possibility for DRM issues even though it's been patched out by the game it was installed by.

As I said...SecuROM installs when you run the game. Clearly you had run the game, so it's already installed.
If you go to the SecuROM site and download the removal tool, it will pull almost everything. Whatever it leaves behind will be removable manually.
https://support.securom.com/removaltool.html

Thanks for the answers.
I'm gonna try Bioshock off Direct2Drive sometime soon... don't remember it's DRM, but i'll try and patch it before I run it to be on the safe side.

I see : Warhammer 40,000: Dawn of War: Winter Assault. Does it apply for the latter expansions ?
And by the way here are some other DRM free games found on gamersgate...
- Armada 2526
- Knights of Honor
- Elven Legacy and all it's mini expansions.