After my experiences with Company of Heroes and Call of Duty: World at War, both recent purchases through Steam, I don't think I'll ever purchase another third party game if they have some extensive multiplayer components because neither game is intergrated into Steam.
Sure I purchased, downloaded and play them through Steam but I have to create extra profiles on top of my pre-existing Steam account, have to create new Friend Lists unique to the games and I encounter all of these weird issues--punk buster not registering and getting booted out of a match, getting logged offline while trying to join matches in WaW, having the game ask me to insert my disc when I bought it as a digital download in CoH--that I simply don't get with Valve's games through Steam or third party games on their own. There's been work arounds to almost every issue that I've encountered but it's been somewhat disappointing to encounter such bad design choices. If the games used my Steam ID and Steam Friend List it would be so much easier but I guess no third party developer is going to tailor their game that much to another companies service.