Ireally couldn't give a toss about online stores as I don't buy enough games to make them useful, but as it stands I currently have two such services installed and signed up for where I was given no choice.
FIFA 10 (I know, I should have done the research before buying that cut down excuse of a "port") made me sign up to Origin on update with no choice: Not thrilled about it but at least it is there for Mass Effect 3 release and it's an EA game asking for an EA service.
Duke Nukem Forever (YES, I KNOW! RESEARCH FIRST) made me re-sign (resign?) to Steam before I could play it: Very unhappy as it is not even a Valve game, instead being outsourced as a DRM solution (same with Deus Ex HR).
Funny thing though, when I installed Witcher 2 I had no involuntary sign up to an online big brother service; imagine my shock when I found out about CD Projekt's involvement with GOG. Out of the three, I know which one I would rather give my money to.