There´s DeusEx and World of Goo for cheap today,I am thinking of joining games for windows because of that.

But, what is the download system like? Anything like GOG?

Do I have to keep additional software running like Steam?

Atleast in the game Bioshock, nothing needs to be running in order to play.

From what I was able to tell, it works basically like Impulse. The client is required to download and install.

I never got past the 2% point on my download, though. The program kept crashing.

You need the client to install the games but not after that. Very similar to Impulse, as said.

Also, be careful when downloading through their client. The downloads are pausible, but for any reason you lose access to the internet, the download may fail, and you would have to start over (happened to me when I tried downloading Bioshock).

For games that don't use Live (such as Deus Ex) the client is just for downloading the games and otherwise does nothing. No background client is running.

For Live-enabled games (World of Goo is one) a lightweight form of the GfWL interface runs in the background. The game itself launches straight away and GfWL then loads invisibly in the background; there is no stupid connection delay like with Steam. The in-game interface lets you check on your achievements and so forth. You can open it by hitting Home on the keyboard, Guide on a 360 controller, or clicking on-screen Live-related buttons in certain games. This stripped-down interface can only do certain things, so for things like buying games you need to launch the full interface.

Live-enabled games like World of Goo tie into your gamertag to handle achievements, saves and DLC (if any). If you want to play Live-enabled games offline more easily you can do so by creating an "offline profile". Refer to this post for the specifics. Offline profiles can't use multiplayer or gain achievements but are otherwise identical. Once you have created an offline profile you'll be logged into it automatically for any other GfWL games, so you only have to do this once. GfWL offline profiles always work just fine no matter what, unlike Steam's notoriously broken offline mode, and you also don't need to re-authenticate online after X days to keep playing offline as with Steam.

What kind of DRM does Deux Ex have on it? 75p is a really good price...

The Marketplace has Deus Ex? I hadn't seen that. I first installed the GFWL Marketplace client, and created my GFWL/XBox Live account when the first Fallout 3 expansion came out. I forget if it was Operation Anchorage or Broken Steel. Anyway, as far as playing full games (I got Dark Void when it was on sale for 800 Points, which I converted from the USD value that I can't remember the total of), it used to make me keep the GFWL Marketplace client open and run the game directly from it, but now I can use a desktop shortcut I made by copying and pasting the link that's in the Games folder in the Start Menu. I think that's due in part to the v3.4 update. Or maybe because the desktop shortcut I made links to the shortcut that's in the Games folder, and not directly to the game executable which may cause GFWL to think I'm trying to run a pirated copy.