Microsoft's download service Games on Demand has just launched on the PC via Games for Windows LIVE (GfWL). As assured, a number of titles are available right away, along with many surprises like DiRT 2 and Section 8.
Promoting the launch are deals on two of the titles: both Viva Pinata and Shadowrun are selling for $10 each. There's also Tinker, a robot puzzle game available for free to all, although note you need to enter credit card information to grab it (same goes for all titles -- though remember PayPal should be an option for US customers as on XBLM).
Some nice additions are demos and manuals -- the latter for some mad reason is often excluded from digital releases, but this is not the case with GfWL.
As we suspected, pricing is a bit of an issue here. Fallout 3, for example, is $10 more than most PC titles at $60, and is not the Game of the Year edition which includes all of the DLC (that's priced at $50 normally). Resident Evil 5, quite inexplicably, is priced at $60 (digital and box versions sell for $50 on the Capcom Store). The rest is pretty good, so just keep an eye out and shop around before putting down cash is our advice.
Unfortunately the Games for Windows LIVE client isn't the only DRM on the titles -- some games have a disclaimer additional protection may be included which may or may not limit how many times you can install your game. Again, be wary, check forums, and make an informed decision.
The new content requires an update; grab it through the client itself or at the source.