Some stores may require installing their own client software. (Even with Steam/Origin games!)

• Steam
• Origin
• Good old Games
• GamersGate
• Green Man Gaming
• Impulse / GameStop ("THIS GAME REQUIRES THE GAMESTOP APP"... for PORTAL2... really?! WHY?)
• GetGames (Eurogamers store)
• Desura (Indie games)
• HumbleBundle (Sometimes very good game bundles)

Longer list on SteamUnpowered, but it contains some that I personally wouldn't use. Caveat Emptor, or something...