No, I bought the CD version years ago. But I do run several other games via Steam. And never had an issue with them.
In my personal opinion buying via Steam has several advantages. The games are automatically updated and for instance when Cliffs of Dover Blitz was released, all who had previously bought the original game could get this updated game for free. And when you don't use a game anymore you can just remove it as it will be available for download again at Steam when you want to re-install it.
Cheers,
Huub