I can recommend gog.com
It is not perfect either, but at least less annoying than steam.
I bought X-Com games from Steam and it was ok, though the dos box was old version that they had adjusted the games to work with. After that I bought Civ 5 from my local store and it requires Steam to play, and it requires Steam to update every time you want to play, and it requires the whole Civ 5 to update when you want to play... it was enough for me, trying to avoid it now as much as I can.