My experiences with GFWL were miserable but thankfully brief as I've only ever had to use it with Fallout 3, and then only to get the DLC.
I'm a forum moderator for Bethesda and we all received free DLC codes, yay! However my attempts to acquire the first DLC met with numerous problems and I eventually gave up. When the second DLC was released I tried trouble-shooting my problems again and it turned out that I had missed one of several required authentications - although the errors I was encountering never even suggested that this was the problem. With this fixed I was able to download both DLC, and then the third one when it came out.
When the forth DLC was released I ran in to new problems. I spent a considerable amount of time trying to figure out what the problem was and eventually gave up. I gave it another shot when the fifth and final DLC was released but despite having help from the Bethesda Community Manager I couldn't get these last two DLC to download. Thankfully I hadn't lost any money and I was able to play then when the GOTY edition was released.
GFWL may be better now, I heard horror stories about Steam when it was first released but since finally jumping in to that boat last Fall (for FONV) I've had a great time with it, and now use it quite a lot. One day hopefully GFWL will be just as good . . . but given the experiences I had it feels like the entire thing needs to be ripped out and started over.
It's possible these are no longer issues, but I'd say this are the top four things I ran in to:
1. Either you need to make a platform wholly for PCs or you need to make Live itself mult-platform, but trying to maintain GFWL as this offshoot just doesn't work. There were multiple times when I was on logged in to GFWL and trying to do something when I'd suddenly find that I had been shunted over to the main Live site and it was now cross at me for not being logged in. I tried logging in with my GFWL account and that didn't work so I can only assume GFWL wasn't supposed to be sending me to Live. This is not only extremely shoddy design but something easily fixes if GFW is kept separate or if Live is made truly multi-platform.
2. Many of my headaches came from vague error messages. Not every problem can have a clear description and trouble-shooting guide but GFWL should be able to tell if my account is entirely authenticated or not, and then tell me. The only reason I figured out my initial problems was because I tried a variety of unrelated tasks and one of them finally told me I couldn't do that because my account wasn't authenticated - that information would have helped from the get go. I have no clue what the later problems stemmed from because again they told me next to nothing.
3. It's possible this was a limitation of the FO3 implementation rather than a general issue, but if I entered GFWL from the FO3 menu I couldn't purchase DLC, I had to get out of the game and launch it separately which was extremely annoying.
4. Don't hide my stuff. If I download something from Steam I know right where it is and Steam will let me use it even if Steam is in offline mode. In GFWL case they'd hide everything and I can't use it when offline which required finding where it was squirreled away and moving it.
