As far as I'm concerned, Steam and GOG complement each other very nicely.
As for GFWL I always thought it was clunky and stupid, but never outright evil... until 2 days ago when I decided I wanted to replay Arkham City. That piece of satanic software jerked me around for an hour before it finally allowed me to play.
-"What's that? You want to play your game? You'll need to sign in first."
-"Wait, no! I need an update before I can let you sign in. Just click here."
-"Oh never mind, I can't be updated here. Quit the game and look for me on the web."
-"Oh and, I may be called Games FOR WINDOWS Live, but you have to download me at Xbox.com"
-"Great, I'm updated, try signing in now!"
-"Nope. I can't connect you even though your LiveID is universal across all live services such as Mail which you use everyday and works."
-"No I can't tell you why, just that I don't work"
-"BTW, don't try even launching the game 'cause It'll crash without Xlive.dll, which I somehow didn't install properly."
>9000 reinstalls later: "Ok ok, I'll install properly this time, thanks for spending time with me; I get lonely
"