I made my first real order from Good Old Games a couple of days ago (a few days prior I had downloaded the free game Beneath a Steel Sky). The ordering process was straightforward and games purchased go on a faux shelf in your account. By clicking the game box you are given a variety of things to download (game, manual, etc) depending on the game. You can download these straight or add to a downloader (I just did them straight). No DRM to worry about, just the games.
I purchased Spellforce Platinum and The Guild Gold because they were on sale as a combo package for $13.98. The Guild came as one setup file and Spellforce was 3 files (one setup and 2 compressed files. It looks like this site is doing well as they keep adding more games everytime I go back. Check them out and support this business if you see something you like. No DRM and compatability with XP and Vista, even for older games, is great.