Some Steam gamed DO come with additional copy protection crap. Rockstar even says that the Steam version will come with additional DRM crap and that uninstalling the game will not remove securom.
The Games for Windows Live stuff is for online playing, it has nothing to do with DRM. It's a bit like Steam, but from Microsoft. It's used to distribute game updates etc.
Rockstar social club is a service from Rockstar, where you can track online scores.
Online activation is something else, it's part of Securom. Without it, you can't play at all. Every time you install the game on another PC, you'll have to do this. Some games limit the amount of times you can install the game, i.e. after 5 installs it locks up and becomes unusable.
BTW, Steam itself is a laugh when it comes to security. Even I was able to find a way to play every Valve game with an account that only had CS 1.6 on it. Online didn't work all the time, but offline did.
Why I hate securom? It has shown in the past that it conflicts with virtual cd drives and development tools. I'm a software engineer... My pc is filled with dev tools. Other than that, I don't like hidden malware on my pc.