Think I'll just stay with my disks, thank you!
A word of caution. It's not that simple any more. Awhile back I got the Orange Box from Amazon only to discover that it was Steam-powered. This meant that I HAD to have Steam on my drive and use Steam to operate the game. This involved going online and hours of updating to get everything operable. I say "hours" because I am stuck with dial-up Internet service. I have no way around this. Steam took it into its head that I wanted to download that game. I ALREADY HAD IT ON THE DISC. The support guys at Steam were terrific in helping me solve this but it took about a week to get everything straight. But Steam persisted in wanting to go online for updates. I ended up throwing the Orange Box in the garbage.
Now you won't necessarily go through that agony. You probably have a speedy online connection. But the thing is: new games come from Amazon with Steam attached. I won't get Civilization 5 because it involves Steam. Even if the game developer is using it only to simplify authentication and supplying patches, it's still part of the operation of the game. Amazon does not tell you when a game is Steam-powered -- at least, I can't see it for Civ 5 anywhere on the site.
I should say, in conclusion, that there are lots of game players who think Steam is great. And for them I'm glad. Just be aware of what you're getting -- and getting into.