I admit I've had my various problems with steam, and my slow connection often makes it a royal pain to use. Also there is the issue with Deleting an entire install for no reason and forcing you to redownload. (Don't verify without backing up your files for that game!)
Most of the time though it works rather well, especially in offline mode, and the in-game interface is nice for chatting with people or even using the integrated web browser.
Honestly though, with the deals Steam has, especially around the holidays, you pretty much have to use it unless you have loads of money to spare.
Plus without it you can't get in on
Steamgifts
If your lucky though you can sometimes find games that have ways to get around steam, like AI War you could input the keys given by steam into version you download at their site to activate the game.
Also for Europa Universalis 3 (Dunno about the other ones) they snuck the launcher from the non-steam version into your game and for awhile you could use it to convert your steam version into a non-steam version thanks to patches.
