I don't like steam at all. I only ever use it if it's the only way to play a game. I would rather just put the disc in than have to have steam open whenever I want to play. I think it's the internet connection thing, and that I don't like to have extra programs running. Also, the games are tied to your account, which really annoys me.
When I bought Mount & Blade: Warband and With Fire and Sword, whose disc versions both require steam, I just registered the keys with steam. I then looked the "multiplayer cd-key" on one of the tabs, and downloaded the games from Taleworld's website. (Steam keys are 5*5 cahracters, M&B keys are 4*4) This way I can play no DRM versions. Annoying busywork, but it was worth it.
I also bought Amnesia straight from Frictional Games website just so that I wouldn't have to use steam. If a game is only available on steam, I'm not buying it.