Sequiro: I haven' played the Gothic series before but the games are spot on my cup of tea. Everytime I see any of them I salivate at the thought getting them, I like buying games here more for the most part, however...
But here if I buy the whole series that's available (Gothic 1, Gothic 2, Gothic 3, Gothic 3 Exp.) That's $40. Gothic 4 isn't available here.
But if I buy the Gothic: Full Package on Steam for $50 I get all that plus Gothic 4 and it's Expansion. It's definitely a case where somehow Steam comes off as the much better deal.
As people have been suggesting, it depends how much DRM-free, and maybe some goodies & working on modern systems/some forum assistance if it doesn't, is important to you. If none of that bothers you, then go ahead with Steam.
I personally don't have much problem with Steam, if there's a game not here that's there. But if it's here, and not too expensive, why not. I don't buy games I'm not interested in just to support a client, but if it's one I want (and there's not an outrageous price difference), I'll take a company's reputation into consideration. (I do very much like GOG, but improvements could certainly be made.)