GOG is a digital game distribution site. It is comparable to Steam, but it doesn’t have a DRM like Steam does and offers a better price.
GOG and Steam
The fact that GOG doesn’t have a DRM is, in my eyes, one of the biggest pluses. When the service goes down, temporarily or forever, you still have your local copy. Even when your account gets banned, you still have the local copies.
The biggest downside is that you currently miss some of the convenience Steam offers. One of those conveniences is auto-updating. This is something I currently miss, but it will be addressed soon with GOG Galaxy, an OPTIONAL client.