That's why I've been buying GoG versions over the steam version of games where possible, they're DRM free. Only real issue is the selection isn't as vast and generally doesn't get a lot of the latest games (due to them having all sorts of draconian DRM e.g. Doom 2016).
I play my games through steam, but often buy through Humble or GOG when I can. Mind, I can't always do that (and will buy through Steam when there's a sale on), but it's insurance when I can.
For really old games, I usually just buy the disks outright.
