I cannot recommend steam enough. It's a great service and offers great games at even better prices. The ability to install your games anywhere with an internet connection is great and if that game supports steam cloud, it will even sync your game saves.
Steam is a must for any self-respecting PC Gamer. The overlay works with most non-steam games so you can bring up a web-browser without the risk of minimising a game and the fantastic game Audiosurf is only available through Audiosurf
Steam is an amazing way to access and manage games that you own. No more clunky boxes, you just download games on demand, manage them across multiple computers, and more! It managed to suck me back into playing games on my computer again.