I'm a little late to the game in answering this question for the OP, but maybe this will help anyone who reads afterwards.
All of the above answers, I consider to be excellent.
If this question is about one game, then by all means play it on your PC. My account has close to 700 games acquired over a 12 year period on Steam, bought through Steam for a cost of about $1500. There's the savings factor right there.
Quite a few of the games have community workshops where games create free content to play.
The Steam levels have advantages too. Games have the ability to drop cards that can be used to craft badges. The more badges, the higher the level, the faster cards are dropped. Each level-up yields and emoticon, a profile background, and a coupon for a game up to 90% off. Emoticons, backgrounds, and cards can be sold on the market. You can use that money to buy more games or cards, etc. to speed the level-up process.
I like the notifications that my friends are playing games I may be interested in joining with them if I wish.
I like the discussion groups for support, reviews, trading the commodities.
And what I like most of all, is that everything is in one place.
These are just some of the initial thoughts that come to mind.
So, in conclusion, for playing one game, no advantage, but for serious gamers - not saying that you are not - whether it's one game of people on steam with 10000+ games, it's the way to go. I think Blizzard is the only game community that comes close.
Some of you may already know of these:
Chrome had the steam inventory helper extension if you're managing your inventory for sale or conversion to gems.
Hope this helps someone!