DRM doesn't give rights
That simply isn't true. Leaving aside some of the other systems and sticking purely with Steam - because it's the only place I've bought any PC games in ages - you're given a number of rights, several of them very useful.
For one, you have the right to download your software over and over again, even if you lost the cd. You certainly didn't have that right if you bought it retail. You *might* have got a replacement CD for $10 if you could send the old, damaged one in, but you were SOL if you lost it.
For another, you (usually? always?) have the right to install your purchased games on multiple machines simultaneously. Previously, many EULA's forbid you from doing that, but the "restrictions" DRM "imposes" have made publishers more comfortable about allowing multiple installations, because they have faith that the system will prevent people from using the same game on different machines at the same time. Not that Steam is inherently any more crackproof than any other system, but just the general sense that someone who cracks the game to get it running simultaneously on multiple machines would have cracked it to prevent from having to buy it in the first place. Now you may always have had a physical ability to do that, but you didn't have the "right".
Other new rights you have include the right to download the game before the release date, so that you can be playing it within moments of the release* and the right to have patches downloaded and applied automatically through one central place rather than 97 different patching tools of various standards. I may even have missed a few.
Now that's not to say that it doesn't impose restrictions. Of course it does. That's the point. It's also not to say that those restrictions don't outweigh the rights. That's a personal judgement. I just think it's very disingenuous - and you're one of many people saying the same thing so I'm not singling you out - to say that there are no right or no "give" to go with the "take" if you will.
Personally, I think the conveniences that Steam offers massively outweigh the inconsequential (to me) inconveniences. In fact, pretty much all the inconveniences seem to be "what ifs" dreamed up by people who never seem to consider that CD's and DVD's have a pretty short readability lifespan and will probably have given up the ghost long before Steam shuts down and stops me from downloading HalfLife 2 for the 23rd time.
I have no idea how or if Games For Windows, Gamers Gate, Impulse and others relate to Steam. On the face of it they seem similar, but they could be completely different for all I know, so don't take any of comments as being in relation to any of them.
* Not that all games use this feature, but it's there.