Steam is easily the best platform out there for PC gamers right now and when it comes time for the Steam Sales, everyone rejoices. However, Steam doesn't own the market on deeply discounted PC games and you may even be able to get better deals outside Steam (crazy, I know).
Amazon
Beyond Steam: The Best Places to Find Deals on PC Games
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As surprising as it may be, Steam isn't the only software out there for managing your gaming library. Amazon actually has a pretty killer system hiding on its site that allows you to re-download all the games you've ever purchased through the company as many times as you want. Alternatively, you can copy the purchase key, paste it into Steam, and download the game via Steam as if you had bought it there—but with the price you get on Amazon.
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You'd be forgiven for thinking that Steam has a corner on the cheap video games market, but Amazon actually has some pretty great sales from time to time. Not only does Amazon offer regular daily and weekly deals, but on occasion you can find high-end AAA games for cheaper than Steam, even during the coveted Steam Sales. In fact, during the most recent Summer Sale, Amazon had Bioshock Infinite—a relatively new AAA title—for less than Steam did during its sale.
Humble Bundles and Indie Galas
Beyond Steam: The Best Places to Find Deals on PC Games
The Humble Bundles and Indie Galas are also huge sources for awesome sales and steeply discounted games. While the former tends to stick to dishing out Steam keys, it's possible to activate them on Steam, install them to your computer, and then add them to a service like Desura or just run them with regular shortcuts if you aren't a Steam fan. In fact, Humble Bundle even added a feature recently that will activate your keys on Steam for you so you don't have to copy keys over and add games manually.
Both of them work on the pay-what-you-want model. You can get whole packages of games for as little as a dollar but, if you pay more than the average (usually between $4-10), you can unlock extra games. While these are frequently geared towards independent developers, you can sometimes find major AAA titles (for example, right now you can get Arkham Asylum and Arkham City plus a few other games for less than $5).
Green Man Gaming
Beyond Steam: The Best Places to Find Deals on PC Games
Green Man Gaming is another extremely popular deal site and for good reason. They frequently have pretty steep discounts above and beyond what Steam offers. For example, right now you can get 25% off Batman: Arkham Origins bringing the price down from $50 everywhere else to about $37.50. For a game that was only released a couple weeks ago, that's not too shabby.
Good Old Games (Gog.com)
Beyond Steam: The Best Places to Find Deals on PC Games
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While you won't find a ton of modern AAA titles on this site, Gog.com has a ton of older classics that you can't get anywhere else, and usually for pretty cheap. The site also includes user reviews that will frequently tell you how well it plays on modern systems. If you can't find a copy of that Windows 98 game you loved as a kid, you can probably find it here.
GameFly
Beyond Steam: The Best Places to Find Deals on PC Games
For consoles, GameFly is a bit like Netflix in that it will allow you to rent discs on a subscription basis. However, PC gamers can also find some pretty steep discounts on downloadable titles. They even activate on Steam. Life couldn't get much more convenient for Valve-devotees.
Steam is generally accepted to be one of the best platforms out there for finding sweet deals on PC games, and with good reason—Steam's sales are among the best. However, you don't have to wait around for the skies to part in order to get cheap games year-round. Put a few of these other stores into your search (Kotaku's Moneysaver column is a great place to monitor them all), and you'll expand your deal-finding quite a bit (even if you eventually end up importing those games into Steam).