We've already allowed Steam to completely take over and eliminate any shred of ownership rights we had on PC games. Did you ever read my experience with Deus Ex: Human Revolution, when I was not able to play a game that was purchased for me as a gift from Target because I didn't agree with Steam's new-at-the-time ridiculous EULA?
GoG still sells all their PC games w/out any DRM. If you want games without DRM, keep a lookout there. Square Enix is with GOG - so, maybe you'll be in luck and they'll one day bring Deus Ex: HR Original Edition or Director's Cut to GOG.
We've seen games that once shipped at Retail and most digital stores w/ Steamworks-only, later get DRM-FREE versions on GOG - see Alan Wake, AW: American Nightmare & Risen 2: Gold.
Also, if you decide to tolerate Steam...keep your eyes on Steam-versions of games that have no DRM - see this thread on GOG:
http://www.gog.com/forum/general/list_of_drmfree_games_on_steam/page1People in that thread will often test-out to see if a game works w/out Steam running, game-saves saves locally, and things of that sort.
While you will of course have to download the game via Steam in the first place...once downloaded, back-up the game-folder files + keep them somewhere (CD, DVD, BR, another HDD, whatever, etc). Most likely, these games will run w/out Steam running (i.e. just boot game-up from game-folder w/out Steam running or create shortcut to desktop directly from game-folder). And you might want to find out (see PC Gaming Wiki) is listed as saving locally to the hard-drive, when you ain't using Steam Cloud for Saving. And likely, these games will even work when they're not in the Steam folder, if you want to move it elsewhere (i.e. Wizardry 8 Steam-version - you actually have to move it to C:\Wiz8 even for it to run; it just don't get along w/ Steam-overlay).
I highly advise gamers who are willing to tolerate Steam, even despite their crummy EULA + many games coming with CEG/Steamworks DRM - do not buy games ASAP from them. Buy them cheap. Buy games that have Steam-keys when they're cheap in Humble Bundles, Groupees, IndieGala, BundleStars, etc and stuff like that, if and whenever possible...especially if they have a cheap $1 tier. If you can't do that - wait for 75% off sales from lowest MSRP or better somewhere, if you can. Ignore urges to buy ASAP b/c you'll likely pay premium pricing + get least amount of content. B/c of the way the market on PC is w/ so many games needing numerous patches after Version 1.0 get releases on the market; so much content pushed-out later (DLC's/expansions, Season Passes, etc), Re-Released Edition (with All DLC's/expansions), and now even HD Remasters With All Content Plus Maybe Some Extra content included (State of Decay: Year-One, Dark Souls: Scholar Edition) - it's best to wait. Don't buy now, buy later - which is often easier said than done, of course.