What are the best GOG titles that are NOT on Steam?

Rayman games and Hospital Tycoon.

A lot of the really good games from GOG have been added to Steam, but Steam doesn't necessarily optimize and update their games. Generally speaking, if you want a game that's single-player (e.g. System Shock 2), you're better off getting it from GOG. If you're after the cloud saving and the Steam achievements, however, then go ahead and nab the Steam version.

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The user ratings on GOG are pretty accurate, and you can read the reviews to see what the strengths/weaknesses of each game are. I strongly suggest you just browse through the entire catalog and see what catches your eye. Except for a few noted exceptions (GOG users will warn you about games like MOO3), it's hard to go wrong with any purchase on GOG. Also, if you want to save a bit more money, wait for your chosen game to go on sale.

Fahrenheit (Indigo Prophecy), Sturmovik 1946, Medal of Honor Warchest, Little Big Adventure.
and lots of Good Old Games :P

Crusader: No Regret and Crusader: No Remorse.

Clive Baker's Undying

Nox

Battle Realms

Outcast !

Dungeon Keeper, Fahrenheit. Can't think more now.

Fragile Allegiance, I love that game to bits.

Raptor Call of Shadows, one of the best times I've ever had playing a shmup.

I think the real question is: if a game is offered by GOG, why are you considering buying it on Steam?

Might and Magic 7 and 8; Total Annihlation

King of Dragon Pass.

Nox, Arcanum, Magic Carpet 1 and 2, Bioforge, Gobliiins trilogy although it's now in greenlight (vote yes!)Edit: or maybe it isn't ehh my brains not working anymore.

Planescape: Torment still has the best story that I've encountered in a game.
Alpha Centauri is my favourite Civ-like game, and I do love me some Civ.
Freespace 2 stands as the best space sim to date. It also has a great modding community.
Ultima 7 has a really impressive open world, with plenty of well written dialogue.
King of Dragon pass has a rather unique blend of strategy and CRPG elements, and it is really fun.

The Gabriel Knight series always comes to mind.

Original War is grand.

No Dungeon Keeper?

Alpha Centauri and Arcanum

Fragile Alliance, Crusader: No Regret and No Remorse, Original War, Nox, Arcanum, Total Annihilation, Master of Orion 2, Deathtrap Dungeon, Lands of Lore Series, Ultima Series, Wing Commander Series, Shogo: Mobile Armor Division, Alpha Centauri + AddOn, Outcast, Dungeon Keeper 1+2, Realms of Arkadia Series (the old ones, not the sad shoody remake of part one wich released a few weeks ago), Enclave, Incoming + AddOn (trashy but fun), Wasteland, Little Big Adventure, Independence War, the rest of the Forgotten Realms Games besides Baldur's Gate Enhanced, Star Control 2, Police Quest Series (may come, other Sierra "Quest" Series like King's Quest and Space Quest are already there ^^"), Arcanum, Lionheart: Legacy of the Crusader, Septerra Core, Tex Murpy Series, Freespace 1+2, Descent 1-3, Die by the Sword (Still fucking awesome with the combat system),
to name a "few" :D

HoMM Chronicles, Might & Magic RPGs, Baldur's Gate series, Neverwinter Nights series

Rayman! :D

Ultima series, "Ultima IV: Quest of the Avatar" and Ultima VII specifically