[shinratdr]

Actually that's incorrect. You can't install completely unsigned applications from the web in 10.8 without changing a setting, but the default isn't the "Only MAS" option, it's the "MAS + identified developers" option.

So while you can abandon the App Store without penalty, you shouldn't stop paying Apple the $99 a year you need to do so to get the app signed, even if you aren't going to sandbox it or distribute it through the MAS. They just want the option of pulling a cert for a dev found to be distributing malware, not to personally review and reject every application that runs in OS X.