...unless they've got a really good deal on a game I really want.

Frankly, unless there's a really good discount on something there, I find Steam to be a total waste of time, unnecessary bloatware that does nothing except force-feed me gaming ads and take up processor juice with no discernible benefit.

I bought my copy of TSW directly from Funcom. Not only did I get all the pre-order benefits, but I don't have another company's customer service to deal with if and when something goes wrong. I like TSW, I care about it, and I want it to be successful and long-lived. For those reasons especially I made it a point to buy my digital copy directly from Funcom so that 100% of my purchase and subscription fees go toward the publisher's profit margin without another company taking a chunk just for buying through their useless software.

So far, I've had exactly one issue that required the help of Funcom's customer service department. It was quickly resolved with a bare minimum of hassle. When I had a problem with a Steam purchase several months back, I contacted their customer service for help only to get back a form letter a day later telling me it wasn't their problem and to contact the publisher.

For me, it's a no-brainer. Unless you're getting an irresistible price on something, all you're doing by using Steam is adding an extra layer of hassle for yourself if you have a problem. If you really care about a game and it's continued success, buy your digital copies directly from the publisher. It's not only a better way to support a game your really like and care about, it's less hassle for you as the customer.

Back in my punk days, we used to wait until our favorite bands played a local show and then bought their music at the show instead of at the big music stores, knowing that all the profits would go directly to the band, not the store. "Support the band!" was the mantra we believed in, and it's no less true today.