You buy the game with a single payment and own it on your account permanently, unless it is refunded or otherwise revoked (payment fraud, etc.)

The plus side of digital distributions is they don't take tons of room, are easier to search and receive updates (e.g. new OS and hardware optimization, bug fixes). I would still connect to the internet so the games can be updated. Be mindful that Steam games generally come with DRM, which means if you download them from your account and copy to another machine, the games may or may not work without your Steam account. They may also be optimized for new OS and include files incompatible with older OS. If you wish to copy the game to a computer without using Steam, consider DRM-free downloads such as GOG.com, but sometimes they may still come with files tailored for new operating systems and hardware.

For me, the main benefit of GOG over Steam is that you can get an offline installer for each game.

This coupled with the DRM-free nature of GOG releases makes it very easy to use games on older operating systems such as WindowsXP. And best of all, you don't need to be connected to the internet in order to play.

Thanks for the answers. I tried Steam but I read later that it's not the only one and this "GOG" it's the first time I hear about it. Interesting that Thief Gold came with a ddfix external patched exe but it can't help with Win 8.1 and my netbook powervr gpu so the only way would be to use others newer homemade patches done by the community (TFix for example or DirectDraw wrapper) to make it work faster and better. Anyway prices are quite good with few euros or even less for great games like various Doom, Quake or these Thief ones.