GOG build GOG version, but Steam - by Strategy First themselves... Until Valve come with they SteamPipe update.
Any Steam version(*) - full package, but always have custom DRM exe. And that exe not patched.
* Old Steam version use GCF steam archives and do not have directory (only temporary for each steam account with exe\dll and video extracted and replaced each run from steam library). Current GCF->VPK format be almost same... only for containing files. That format not allow custom content.
In GOG seem that patched only some files.
Better way - buy only Steam or Steam+GOG versions. Or Amazon US (for US\CA only)... Hmm GamersGate have drm-free labeled Dark Prophecy - not sure what it is.
Amazon, Stardock, old SF site or maybe some more - seems that any digital Gold edition is fully packed and do not have DRM (except downloader like Stardock Impulse). And only GOG and Steam have troubles.
Steam sucks offering a game that is not patched to latest version.