I have spent way too much money on Steam, and it's a steaming pile. If they didn't sell dirt cheap games, I'd never want to have anything to do with it. Not only does it require me being online, it also doesn't allow downloading games wherever I want them to go, or installing them whenever I want to (I switch systems around quite a bit), but instead forces me to download again whenever I want to run the game again on a newly installed system.
GOG on the other hand is a marvellous system, and consequently I spent a far greater pile of cash there.
Pay for the game, download it, and do whatever you want with it whenever you want to. I'd much rather see LFS on GOG than Steam... and the LFS activation system works far, far better than Steam's.
Another possible option to get financial support is Kickstarter, it seems like a great way for indie games to get financing. I don't know much about how it actually works, though...