Both GOG.com and Steam should have the latest patch, and at least for the GOG.com edition you should be able to add the unofficial patch without any troubles. No idea for steam, but I think you'd need at least to remove the file verification option. Better try the steam forums (or StrategyCore) for that.

As for UFO:AS, as I recall it had Starforce for copy protection, so it is possible that was the reason for the whole "uninstalled programs" of it. Patch 1.3 (or was it 1.2?) removes the protection, so nothing should give you a headache. So far, I've played the retail version, the "UFO Trilogy" one and the GOG.com version of UFO:AS (with the unofficial patch on all of them) and never had any trouble.

Hmm, yeah, bought Afterlight from steam, no problem so far.

Now only UFO game I don't have is Aftershock. I need to be aware of whether "Uninstall other programs" thing is true.

I've been following UFO:AS on and off since release, and I can't recall ever encountering that error. Plus, the 6+ months of UFO:AS installed in my computer haven't caused any errors, so I'd say go and get it.
P.S. Assuming you do have a link for that error, can you post it here? I'm curious about it.

Dunno what URL it comes from, but apparently that bug was encountered in "Let's play" thread in Something Awful. Can't say since I don't heck that site :P

Only DotEmu sells UFO:AS directly in 1.3 semi-official version. You must add this 1.3 fanpatch on others; you can find it on the official AS website.
AS has still some bugs, but none which prevent from playing.
Remember to save sometimes in tactical missions, or in long strategical sessions. No, AS is no longer DRMed (so, it won't weaken the protection of your pc). What a shame :). You'll buy the better for the end (from GOG please).