Catshade: Their range of older titles is not very impressive. Furthermore, some of them are not properly tested and simply do not work with some systems (WinXP, 95, etc.), not to mention being forced to install the Steam client and the fact that while playing you need to have Internet access for pretty much the whole time. By the way, if Steam is ever shut down for any reason then this is the end, all purchased games no longer work.
bansama: But that is so true. many of the games sold here, that are also sold on Steam, simply do not work correctly when bought from Steam. Take the Commandos games, I don't think the Steam versions have ever been fixed to work on modern systems -- the number of complaints about not being able to save or the games simply running too fast were numerous if I remember correctly. And then there's the whole Earth 2160 (if I remember the year correctly) and the JA2 UB fiascoes.
Commandos Ammo Pack i bought on GOG did not work properly on my system (xp, 32bit) until i found temporary solution from elsewhere. i'm not trying to defend Steam or anything, just saying.