Haven't had any issues with Steam yet but one online gaming store I love is GOG. They have classic games for short money, no DRM (awesome!) and they tweak the games to run on current systems. Once you buy it, you own it-you can download as many times as you want and don't have to be online to play. Very clean and simple.  And they include cool stuff like soundtracks , wallpapers, avatars, etc.

Nice business model, wish there were more like them. Pretty lively community too  :P