I'll second (third? fourth?) Steam.
There are some things in life that scare me, and one of those things is cheap boxed PC games. WHY are they so cheap? At least with Steam (or other digi-distributors) you are simply DLing the same product everyone else has
/tinfoilhatoff
If you download a game off Steam and later your HDD goes 'pear-shaped', can you download it again for free, or is it just lost?