What I don't like about Steam is that you have to log in with them to play your games.
I could understand it with games bought
through them (especially downloads) because I buy downloads from BigFish and they have a similar requirement.
But I recently bought the disk version of Skyrim from Amazon - where there was no mention of needing a Steam connection. So I got quite a shock when I came to play it and found I could only do so via Steam !!
[Having said that, I haven't actually encountered any problems so far.]