[Crinus]

While i'm not a fan of Steam, with it you can still keep the files around and some games are DRM free or rely on a DLL that you can easily replace. See Scott Ross' recent video about Trackmania 2 Nation for an example: https://www.youtube.com/watch?v=ulp99wSUNgk

But personally i prefer GOG where i have hundreds of games (though it isn't the only store i use - any that give me DRM-free games, like Humble Store or GamersGate - is fine) and i keep my own offline copies (including games from stores that have long gone - another reason i dislike DRM schemes and prefer to have control over my files).