While I still prefer the discs to Steam, you're not really giving up anything more either way you go. All the games on PC have a one time use CD key so you've lost your resale rights and everything right there, a lot of games won't even install.
I only really ever buy sale stuff from Steam as
http://www.cdkeyhouse.commare a lot cheaper and
http://www.greenmangaming.com is digital distribution done better than Steam (fucking trade-ins, man.)