A Wizard is Never Late...

After many years of criticizing Steam, I have decided to download it to give it a try. Just for reference, by the way, I never liked it because I've always been a fan of actual copies of games. Now that I'm a member, I would like to know a few things:

• Recommendations, so I have an idea where to start.
• What you think about Steam and digital copies of game, in general.

By the way, I'll be posting my top 5 favorite video games for a certain criteria soon. Don't forget to come back and check it out.