The real reason that Steam sucks is that the user is bound to the whim and vitality of a third-party service. The user can't even resell his/her games. That really, really sucks. The only people who benefit from Steam are the game publishers and maybe the developers.
Other services (like GamersGate) allow the user to download and install the actual game files. You get an honest to goodness file folder that can be copied, burned to a disc, etc. I'm plugging Gamersgate because I just bought and installed EU3 from that service months ago and haven't had to look at or think about the distribution program since.
