Fallout: New Vegas had a few problems at release, but I haven't seen that many since it was patched a few times. Then again, I haven't encountered most of the issues people were talking about at the beginning, so it might be just me.
As for Steam. I prefer games in boxes, of course, and when I buy digital downloads it's usually through GamersGate, but Steam has a lot of good deals and is usually convenient enough that I've never had a serious problem with it.
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