i enjoy having a central hub with all my games listed, automatically updated and available to reinstall anytime i wish (obviously it requires a download) it is also helpful since i travel a lot, and even when in my hometown im not always home, so this lets me install/play my games without need for any disks.
The community is amazing, it has an excellent built in chat/friend system which tells you what your friends are playing with the option to invite/join.
really, i have moved over to steam for everything save for RPGs since i do miss the physical CE bonuses/maps etc.