1) Pirate a game + free - slow download - maybe doesn't work, maybe it's a virus - whatever cracked the DRM might cause bugs - multiplayer rarely (if ever) works
2) Buy from Steam - not free + but, cheap + 2 to 3MB/s download speed + automatic updates + always works, always seamless + "defragment game folder" options, etc, built in + fast, free, re-downloads for life (install as many times as desired)