My concerns are founded on recent experience, not past ones. Over the last two months or so I've been having lots of problems with downloads suddenly stopping for no apparently reason, or going from like 1-2 mp/s download speeds way down to 100 kb/s. It's taken me days just to download some of my games because of these issues.
Sounds more of a problem with your internet connection than with Steam.
But yeah, a boxed copy might help a bit with that.
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