The main purpose of Steam is to give users the ability to download games rather than having to go and buy them on a physical disk. It also means you get access to a wide range of PC only games which may be limited in disk format. It can also be considerably cheaper to use Steam as the regularly run discounts and multipack buys.
So I went ahead and downloaded the free software and gave it a go. Bought my first game (Burnout Paradise) which was on discount at the time, and it immediately started downloading.
As soon as it downloaded (which took a while, but that’s only because my internet connection isn’t rocket speed) I launched the game. I was amazed at how well it actually worked. You get access to the in-game Steam community as well so you can chat to your friends while you are playing games.
I’m actually very happy with Steam and I doubt I will buy another game on DVD. If you’ve got a good internet connection with plenty of bandwidth, it’s a very good idea.
Oh and just in case anyone is concerned – the software is totally legal and Valve (the company who run Steam) have partnerships with many of the big game developers.