I've been a console gamer and physical media archiver for many years, but when I do buy something digitally, it's usually DRM-Free. Recently I purchased from GOG a first-person shooter called Industria, which has been quit interesting. Kinda like Half-Life with robots? I'm also really wanting to try out Motorslice as it also just released on GOG.
My favorite game that can be purchased DRM-free however has got to be A Hat in Time =)