What are some PC games not available on Steam that people should play?

Strange Adventures in Infinite Space
Get it free from the developers here: http://www.digital-eel.com/sais/
The sequels Weird Worlds: Return to Infinite Space and Infinite Space III: Sea of Stars are on Steam.

All old BioWare/Black Isle/Troika games.
The entire Sierra city building series (which also lacks its last game even on GOG).
Mass Effect 3 and all DLC for the first two ME games.
Weird War: The Unknown Episodes of World War II (don't worry, I know you never heard about it, unless you are a Pole).

The original Syndicate.

Ever 17: The Out of Infinity.

If you've ever liked a visual novel for the story, you need to read it. If you've ever been disappointed in a visual novel because it turned into porn, you need to read it. If you like reading and good stories, you need to read it.

Just make sure you hunt down the fan patch that fixes the dumb find+replace error in the main game. Right before shipping the English version, they changed 'Youth" to "Kid" and managed to accidentally change phrases like "do you think" and "hey, you there" to "do kidink" and "hey, kidere"

There are a few of missing timeless LucasArts games that are surely worth to be played.

I would say Solace. Well, it's just a rather short students' project (afaik some of the devs currently work on Distance) but I replay it ~once a year and love it every time.

The Lord of the Rings: The Battle for Middle-Earth I & II + Rise of the Witch King expansion.
Too bad it's hard to get anywhere, because it's EA legacy game, and they lost rights for LOTR long time ago, making this title practically unbuyable.

GuildWars 2, which is now free for the basic version.
TriadWars. Free game

Phantasy Stars Online 2 ♥

Smite (Is available on steam for some regions but on others don't)
Halo Online
(Reserved for adding more Games later)

Dead Space 3

StarCraft
StarCraft II
Warcraft
Warcraft II
Warcraft III
Colin McRae
Colin McRae 2.0
Happy Wheels
Dune 2000
Gta
gta London 61 & 69
gta 2
Mafia
Triplane
Woldpack
blah blah there is heaps of stuff that isn't on steam

What are some PC games not available on Steam that people should play?

http://GOG.com

Celtic Tales: Balor of the Evil Eye , KOEI (1995)
Master of Orion 2
Master of Magic

silent hill 2, 3,4.

The Operative: No One Lives Forever?

populous the beginning

WarCraft 3

Treasure Adventure Game (free on GOG - very good)

Crysis 3
Dead Space 3
Mass Effect 3
Halo CE
Halo 2
Plants vs. Zombies Garden Warfare

MegaMan X4

SWAT 4

Freelancer
Mafia
Vietcong
Battlezone
Crimson Skies