I don't really like the idea of using a particular program to install and run games but i'll give it a try (after all it's only five dollars).
I felt the same way, myself. (I've tried GameTap and couldn't stand it!) So I finally got Steam to try out Audiosurf and since then I've purchased a lot of games (about 14 of them!) through Steam and really enjoy the convenience. It automatically downloads the games, patches, etc.
Plus all the weekend deals!
I've actually purchased games on Steam that I had pirated years earlier when I was in high school.
Just one word of warning: All the games you download are automatically installed in (a subdirectory of) the Steam directory. So if you're like me and have a small hard drive specifically for Program Files and a large hard drive for games and other data, then be sure to install Steam to your large drive if you think you may be using Steam for future purchases.