Fallout: New Vegas is downloading from Steam as we speak (or as I write, to be correct). Steam is amazing!
Steam is the best digital DRM and distribution platform there is. Sure, you can use Impulse or some bad EA-wannabe-platform... but Steam is the iPhone of gaming.
Primarily I think Steam Pwn because of the simplicity and robustness - it just works! When it doesn't... well, then you got a multilingual support. The community is amazing although I'm not the forum kind of guy. Whenever they have a big sale or a special event , they always spice things up. No worries if you don't know how to upload screenshots - they'll teach you!
Today is the last day of the Steam summer sale, during which they have INSANE pricing and an award system for achievements. Some in-game achievements will award a redeemable ticket (of course the featured game is on sale). Do not fear if you lack a huge game library - about a ticket per day can be awarded by doing Steam-only tasks. This way you'll both learn about the existence of a feature - and how to use it. Ex. take a screenshot and upload it.
Being rewarded with a pair of Team Fortress 2-in-game-sunshades might not be "super-awesome", but the gesture is super-awesome! Valve encourages people to get more bang for their buck (playing games you own to get tickets) while they also teach you what you can do (take screenshots). Of course they up their sales during the whole thing as well. Win-win.
Steam is the one-and-only online game store for me right now. And it pwnz.