Remember to add a review when you purchase it to plug Layonara's Persistant World! NWN is likely to have a nice influx of a couple hundred players due to this release, so I'm hoping to redirect them over here.
I've used GoG for quite some time on Gothic 1&2, Fallout 1&2 and the ever-hilarious Tex Murphy series. Can't find any of those in stores anymore. The format the games come in is usually one big setup.exe file and fairly DRM free. Older games that used DOS are typically integrated with a DOSbox instant launcher. One word of advice though is to read the forum comments of every release, since some older older games can have compatability problems.
If you lose your installation file, you can always log into the website and redownload the games from your purchases library, similar to Steam. Unlike Steam however, you don't need to run any clients or keep conneced to the internet or jump though any of those DRM hurdles.