Since we've had a topic about GOG, I'd like to mention another DRM-free store that sells indie games: itch.io. Unlike GOG, itch.io is home to simple and experimental titles, many of them free, so it mostly fills a different space. There's more overlap with Steam and Humble Store's offerings.
What's interesting is that Itch also have their own client now for installing games. I installed it, but found the UI somewhat confusing. I couldn't add a game to my collection from the game's page, for example. Has anyone tried it and if so, what do you think?
I'm not sure how much I will use it personally, given that most of the games I want on there are already available on other platforms. But it's good to have options, especially if Steam starts making it harder for indie developers to publish their games (now that Greenlight is being axed).