www.steampowered.com
http://en.wikipedia.org/wiki/Steam_(content_delivery)
Steam is the largest content delivery service for games with around 1100 games available. Its developed by Valve, the people behind Half Life.
You buy a game from them and it's downloaded to your PC as well as kept up to date automatically, sorting patches and such by itself. Pretty nifty. And when you need to, you just download the game again, say incase you got a new PC. Theres also a chat function and various other fancy things.
I used it a lot until they fixed their prices at 1€=1$, making games extremely expensive in europe compared to other retailers (current exhange rate is ~1€ = 1.3$, meaning a $50 game should cost €38 and a bit, not €50..)
