*Goes into FDS mode* But they are the middlemen. e.g (and I'm not recommending this but others might) Legend of Grimrock can be bought on GOG, Steam or their own site. I assume you mean you don't want ot be bothering buying something off Amazon that you just end up sticking the code in Steam n downloading off their anyway? I think cutting out other sites is a bit silly cos yuou'll frequently find great offers be it on Amazon(kinda rare though) or Greenmangaming(fairly common).
FFFUUUU. As I finish typing "1 post has been posted" n it's P4 saying same thing.
As you've got no Raptr or similar listed no idea what you're into so I guess I'll just throw stuff out into open:
(Oh and all of this is with a "unless it's on sale now, don't buy it cos the Steam sale starts in a few days)
Orange Box..maybe. I'm not sure on the value now given TF2 is now free n I think Portal get's handed out like free candy. But pretty much most Valve Source titles are pretty nifty. Though skip L4D1 for L4D2 if you're doing that. It's an MP game so the sequel fares better.
Skyrim: "Better with PC". Steam Workshop, mods, higher res textures(though tbh kinda shit), UI customisations for all the quirks etc. And farily decent n high bang to buck game.
Defence Grid: Nice Tower Defence game, has a free "Borderlands" (name only, not related to the Gearbox title) expansion included, and a bunch of cheap enough level packs to bolster it up. It's one of my most played games on Steam.
Fallout New Vegas: My GOTY when it came out. Nice atmosphere, nice range of weaponry and the faction stuff makes it a lot neater to play than FO3. Like Skyrim (pretty much same engine) has a bunch of mods, though not through SteamWorkshop.
Sins of a Solar Empire: Very neat 4X space RTS. If just to scroll all the way in and out. Same engine in Elemental which looked even prettier to zoom in n out but was unfortunately a pile of wank. You can get the trilogy for cheap fairly often and an expandalone is coming out soon. You control fleets of space ships, put bounties on each other, research new weapons, out culture everyone etc. It's also fairly long.
ARMA 2/Day Z: I've yet to play it but it seems to be sweeping the net by storm, so that may be worth getting into. Day Z is a mod though.
Dragon Age Origins(ultimate): Still not finished it yet, but love it. Very PC game, don't quite understand how well it translates to console but others have said it's fine enough.
Frozen Synapse: I'd ask around on this one cos it comes with two copies of the game so someone may be up for going halfsies. Turn based tactical top down shooter thingy. I think there's a demo. Nifty tunes, nifty gameplay and multiplayer that doesn't require both sides to be on at the same time.
Killing Floor: The rather decent and rather British alternative to Left4Dead. Unlike L4D which has you going from A to B Killing Floor is wave based. Few more players at once too. Great christmas game to play too.
I second a bunch of other titles already listed too.
btw for those of us with our Steam ID listed you can click to get to our profiles and check our recommended titles from there.
Also since you're British a bit more relevant cheapy games (Though it covers other platforms too it's mostly PC): http://savygamer.co.uk/ (There's a twitter link up top if you're into that stuff and he said about a revamp to the site coming soon.)