Shot!
How big are these games roughly - I am looking at getting "Aliens vs Predator" latest one.
5GB-10GB per "block buster" game. You get the indie titles that are very small, but i'd wager AvP is about 10GB easily.
Also you can play games "offline" [without a connection to Steam] , you just need to have authenticated at least once on the specific pc with the game installed.
As for Local Steam Sites : Web Africa got one , and if you actually have WA as your ISP and tweak a few settings then you can download from their server for free [doesn't go off your cap] .
I believe IS also have a server.
Unfortunately Steam decides where to download from and will download from multiple servers at the same time, hence why Web Africa is not advertising their Steam-being-free thing simply because it's not guarenteed [unless you use 3rd party tools to force Steam to download from a specific server] . Either way, even with Afrihost , Steam downloads will mostly come from an IS local server and should get full local speeds [i mostly did] .
Once you have made payment etc.
Are you then given a link to download a file, does it support resuming?
Do you download it through steam client?
Steam client handles all your downloads. The Steam client which you had to install basically becomes like a Library/Collection application [kinda like Windows Media Player] . You will have a special page with all your games purchased, and after you paid you go there and the new game will be added, you can then click to download+install. If a game got a serial key, you will also get the serial when you install/play for the first time.
Steam will update them automatically [you might want to turn this off if you're on a budget] . Once you got a lot of games on Steam, that's when Steam starts to shine . It will detect if you have the game installed on the specific PC and then you can choose to re-download+install if need be [or you can install from a backup ] .
I basically launch all my games from Steam these days, if i wonder where a game is, i look on my Steam Library whether it's installed or not and if there are any updates/patches for it.
Also Steam client resumes and all that, so you can pause etc.
Now that said, if you do not want to be locked to an application like that, there are other gaming sites like
http://www.direct2drive.com and
http://www.gamersgate.com which allow you to download the game and play without any connection back to their sites [basically like buying a DVD] . But overall, Steam got the best deals, the largest collection and once you "embrace" it , it works great.