I've only played a dozen games or so through Steam, but I've never had an issue. They have done some wonderful things for gaming, allowing access to all the classic DOS titles and giving independent studios an opportunity to distribute their software easily.
Retired: Inra-Dark Crag 40/40 Witch Elf
Retired: Hollow-Thunderlord 70 Warlock S1/S3 T4 SL/SL
Retired: Horknee-Thunderlord 70 Druid T4/T5 Feral