Steam actually makes HL2 run faster because it specifies where the files are before you play the game, if you play the wonder stand alone version (you can get some crappy pirated cracks) it runs dreadfully, it was meant to run on Steam, and it does much better on Steam.
I'd skip Doom 3 since it's a bit boring, you could buy Far Cry or Painkiller instead though, they're probably cheaper and more fun anyways.
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