I had a similar quandary with Torchlight
(excellent game, BTW); ultimately I split the difference and bought the Steam version
for my girlfriend's comp and the non-Steam download for myself. Ultimately I wished I'd gone with the Steam version, as it had better patching support, and they later added achievements, Steam Cloud, and SteamPlay support. I wound up buying it again on Steam, as the generally unintrusive Steam DRM seemed more than offset by the extra features.
This time I'll probably buy a Steam version for each of our computers, and just re-buy it from one of the other vendors if I need a non-Steam, flash-drive-portable version. After all, the price point makes it more an impulse buy than something I need to plan my month's entertainment budget around.