Unlike consoles, even the largest games for PC and Mac can be download from the Internet. The hardest part is finding out where to make the purchase, especially for Mac and Linux games. To change that I have rounded up the most reputable download game stores on the net, so you can load up your machine with all the games you can buy.
Windows only
Steam
Probably the most well known video game download store on the net. This is owned by the developer Valve, creator of games like Half-Life, Portal and Left 4 Dead.
http://store.steampowered.com/
Good Old Games
This is the store you probably wanna check first to download a game. Everything you'll find here is 100% DRM free. Unfortunately most of the games developers and publishers will let them sell like this are a few years old, hence the name.
http://www.gog.com/
Impulse
Software developer Stardock's online game store.
http://www.impulsedriven.com/
Games for Windows
Microsoft's own game store, selling it's own games and others for it's operating system.
http://www.microsoft.com/games/en-US/index.aspx
Mac only
Mac Game Store
A subsidiary of Inside Mac Games, a Mac gaming news website. It claims to be the largest online Macintosh gaming store on the planet. With such a conspicuous name it's easy to believe.
http://www.macgamestore.com/
GameTree Online
TransGaming's store, a company that make tech for porting Windows games to Mac. The tittles it has ported over are sold through this store.
http://www.gametreeonline.com/
Both
Direct2Drive
Run by IGN, in addition to selling Windows and Mac games this also sells episodes of anime shows.
http://www.direct2drive.com/
Greenhouse
Created by the makers of the Penny Arcade webcomic and the developers of the game based on that, this is the only store on the list that not only sell games for Windows and Mac but also Linux.
http://www.playgreenhouse.com/
GamersGate
A service operated by the game developer Paradox Interactive.
http://www.gamersgate.com/
Another option is just go to a developer's or publisher's site where they may sell their own games directly.
