De4thstroke: The Steam version has a lot of problems with modern hardware like crashing, freezing etc. Steam doesn't really do anything to make old games playable on modern hardware. They just sell the games and that is it.
I didn't have any stability problems with it.
The only issue I remember having with the GOG version of DX:IW is that it would display my desktop instead of load screens. This did not happen with my original disc version and whatever PC I was running it on back when the game came out. The load screen issue did bother me a bit, so I set my wallpaper to solid black (I suppose I could have used a DX themed wallpaper) and all was good after that.
If you do have problems, it could be down to your particular hardware configuration, drivers and/or OS. The system I played through the GOG version on was my 2013 Alienware 17 laptop (Intel Core i7 4700MQ, 32GB DDR3 RAM, Nvidia GeForce 765M w/2GB, Creative Labs Sound Blaster X-Fi Surround 5.1), which is running Windows 8.1 Pro x86-64.