How come I keep on winning games I already have?

try manually "Sync with Steam" on account page.

Maybe , just maybe ... dont hoard games ... and enter for stuff you actually want to play ?

I think DLC-s are not filtered at all due to Steam API limitations

Do you mean you won giveaways from games you have bought between the time you entered and the time it ended ?
If you're entered in a giveaway, your entry will remain even if you get the game and sync your account. You have to remove these entries manually.

sometimes sync wont work properly, just clean your browser cache and try again,

If you accidentally win game you already own, you should ask giveaway hoster to re-roll, and keep constantly re-syncing your account. http://www.steamgifts.com/account/profile/sync

SG and DLC has some issues make sure when entering for a DLC that you do not own it by clicking the picture or the link to steam

I'm trying to prevent it this way: after winning I'm redeeming game on Steam, marking it as received on SG, syncing account with Steam and searching "Entered" for name of game I just won. When there are any GAs left for this game, I'm clicking "Remove". This way, as long as I don't win two GAs of the same game in a row in a very short time, I should be fine ;)
But sometimes SG lets me enter game I already have - just have to remember to hide it then.

First of all, don't enter GAs if you already have the game.
Also, try to sync more often.

SG cannot track 99.9% of DLCs as they are not separate entries in your library, so it cannot tell if you own it or not. Same goes for some games, but these are rare so it's rarely a problem. To avoid such a situations make sure to regularly Sync SG and make sure you don't own DLC you're entering for EVERY TIME.