If it ain't on steam, I don't play it, and they don't get my money.
And prefer not having to haul a library of physical media with me everywhere at the minuscule risk of losing access to said games.
In Steam's terms, they make clear that they will do everything they can to maintain your access to your games, even if they close shop. Of course, that may not be much, but I think Valve cares more about the customer than any other company listed above.