Steam was the only way I could get a finished working version of Bastion after buying it off humblebundle. All the menus were garbage in the game installed from the setup.exe that humblebundle provided even with the patch. However I think I still prefer games as a product over a service but it's pretty hard to curb the trend unless your EU or something.
Anyways it is presumably a free market so if you don't like Steam there are plenty other digital download services like http://www.gamersgate.com/
Half-life is a great linear FPS with little story (how I remember it) and few "cutscenes" (pretty slow start) and it is marred by platforming and the ending.
Half-life 2 is a "rollercoaster" that is highly dependent on the physics "gimmicks" and driving sequences. It has a great ending and it is probably the best post-2000 PC single player FPS experience ever (along with Far Cry and Bioshock). I'm not sure if we'll ever see a single player campaign like that again (CoD doesn't count).
So if you hate challenging shooting and/or platforming skip Half-life but don't miss HL2 (the episodes are kind of forgettable).