The most important aspect to me is that I don't have to care about where I put the serial, the files or what sites I should download from if I want to reinstall in the future. Also Steam handles "directx and the like dependencies". Movies would be great too because I could just re-download it on another computer, at a friend's home if I want to watch it with him/her, etc. No more storage devices to walk around with.

Edit: forget about all I wrote before, I do it for the hats.