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If so, how did it go? Any horror stories in general? Any issues that should give me pause?

I'm thinking of purchasing Football Manager 2011. I can't find it sold in any of the brick and mortar places around me. I could purchase the disc version from Amazon. But they also offer a downloadable version.
I have a number of games in my Amazon digital game library. I haven't had any sort of problems with downloading/installing the games either (got a few back when they had a big ol' sale going on). Downloading worked fine, but if you want to download it to different computers (at least from the Amazon library), you've gotta add the comps individually or something like that.
I got one of their free games to test it out. Seemed to work just like Steam, it downloads in a client and then activates through their servers. It's got DRM in other words. It worked fine though, from my recollection. If you buy a Steamworks game there you just get a serial key you can enter into Steam. I did that with Magicka since it was $2 cheaper.

In the long run though I would think Steam, Gamersgate or Direct2Drive would be a better option. The latter two have no client to worry about and GG has no real inherent DRM, just what the game comes with. Also they are dedicated game retailers with a better support staff... amazon outsources support and most of the time they have no idea what I am talking about when I ask a question.
Thanks for taking the tmie to answer, guys. My only experience with purchasing games via download is right here through GOG, so I really appreciate the feedback.
The only thing I'm not clear on according to their FAQ is if games can have secondary DRM beyond the Amazon.com client. So, like Steam, you can end up with some sort of annoying secondary DRM (activation or whatever). It would be fine if they disclosed this in advance but there doesn't seem to be a way to figure this out, currently.
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HomerSimpson: Thanks for taking the tmie to answer, guys. My only experience with purchasing games via download is right here through GOG, so I really appreciate the feedback.
If you like the GOG style the closest to that for new games is Gamersgate. Your games are on a simple list the same as here and you just download an exe, same as here. Gamersgate has no real DRM of its own because you can back up the files during the install process.

Check it out.
Got to say i've got quite a few Amazon Digital Download games in my library over there and really have no had any problems that i can recall. Ive had more issues with Green Man Gaming and their client then Amazon's