I know I'm going to be in the minority here, but I don't mind GFWL games at all. A less-than computer saavy friend and I love playing co-op games together. We've played all sorts of them on PS3 and PC. So many games are nothing but headaches to try and set up. Need to open ports, have to browse server lists, no good friend finding, etc etc.
Borderlands is the perfect example of this. It's a game that's built from the ground up with co-op in mind. However, gamespy is terrible. If you've played the game, you understand the pain. But if you haven't, let's talk about losing friend lists, friend invites not going through, inability to lock down a game and have a friend join (was an early bug), the whole service going down, port issues, etc. It took a year of patches to be anything called consistent. Even then I still wouldn't call it seamless.
On the flip side, you take a game like Resident Evil 5. Sure you have to download a separate program and create a GFWL account if you don't have one from Xbox, but we have never had an easier time playing a co-op game. It was install, sign in, install again (lol), and sign in again. Once that initial install was done it was as simple as loading up the game, bringing up the overlay and inviting my friend. He joined and we were playing seamlessly. The whole game experience was that easy.
Native steam games are pretty darn good too but other than the annoying extra installs, I'm actually a fan of the GFWL service. Certainly more than something like Gamespy.
