Great to have competition but it does throw up a few (first world) issues:
-Have to keep checking a bunch of sites or at least an aggregator like savygamer
-Easy to lose track of what you've bought in previous sales i.e. on Steam you get warned if you try to checkout with products you already own on Steam in basket, if you are buying from elsewhere this obviously doesn't happen.
-Not everything activates on Steam so you end up with various games scattered around (for example I have some on Dixons Downloads, ShopTo, GOG, GMG, uPlay, GFWL, Gamefly, Origin, Steam, GamersGate etc - I really need a spreadsheet to keep track of it all)
-Some of the services leave a lot to be desired in terms of client application, ease of use, website problems etc.
GMG I quite like because they seem quite... I dunno, 'human', a bit like an oldschool independent games shop right down to the fact that you can trade in games. They have some pretty good deals (including a bunch of free games I picked up a while back) many of which activate on Steam.