anjohl: There are two games that I know of that arn't crappy ubisoft ports that don't work on Steam. Slamit Pinball and Stubbs the Zombie. The latter is an Apyr port, so that's nothing suprising.
GOG is better than Steam, when all other things are considared, as simply a game downloading service, but Steam almost always has cheaper prices (Except that Interplay fiasco), plus you get Steamcloud, achievements, community, etc.
For what you get, the $5 Torchlight deal beats *Everything* on GOG, objectively, in terms of value and best-buy status.
Steam has (and had) plenty of games that had issues on modern PCs due to their extremely lax way of testing them. They simply put stuff on sale and let the publisher figure it out. Result: a lot of lazy cash-ins with games which take a lot of effort to get going. And, like usual, if a game doesn't work, you can kiss your money goodbye because Steam pretends it's done its bit and the rest is up to you, despite them taking 30% of your cash.
What I basically mean is: if I got to choose and spend $10 on GOG and KNOW the game will work or I spend $5 on Steam and take a gamble along with all the other inconveniences of Steam, the choice is easy. GOG adds value to their games, Steam detracts from it.
Oh, and saying "$5 Torchlight deal beats *Everything* on GOG" is a bit silly. Maybe in terms of real commercial value since Torchlight is a recent game but I can think of a dozen games or more on GOG that have a better value as a game. I bought Torchlight and barely even played it yet I've played several GOG games for hours since then.