disi: I once bought a game from E-Bay (Operation Flashpoint or Red Alert2 IIRC) and the key was actual pirated, couldn't play online and the CD not original. Ever since, I never bought anything else from that marketplace.
GOG provides a clean install of games. Very good naming conventions i.e. C:\GOG\<NAME>\ and the cached files are wherever you put your downloads. Uninstall is very clean in GOG as well.
Steam does something like C:\Program Files (86)\Steam\Steamapps\Common\<NAME> and if you define the library somewhere outside that folder (why would you do that, because you need to check online if you are allowed to use the files), it cannot auto-update or something. The cached files are also somewhere, I haven't figured out yet. Some stuff is spread over the users documents files as well.
I did something terrible yesterday and bought Dragon Age Ultimate on Steam. The original game installed fine, then I had to reset my very old migrated account (I cannot remember why I originally had one there, I think Warhammer or LotRO or some other MMORPG, or Red Alert3 which never worked for me because of DRM) at Origin and download all the DLC manually, find out how daupdater.exe works and implement them all on my own, because I don't want to be logged into my account when I play the game.
tl;dr it is easier to buy any Dragon Age title directly in the EA-Store or Origin than Steam.
I am really scared of many other platforms :)
Yeah, I've never understood why Steam puts all your games in a folder called 'Common' - you'd think that would be for shared files like dlls or whatever - odd!