I've yet to see the value added proposition that Steam brings to New Vegas.
New Vegas brings value to Steam. Never the other way around. This applies to all Steam games.
You're a bit of a special case: someone who does not yet have Steam and bought a game that requires it. We all went through this back with Half-Life 2.
Nowadays, Steam is pervasive enough to require it.
Just think, though: if you ever lose your install discs, you will still be able to download it legitimately, and off a reasonably fast server.
Disclosure: I've accumulated a large library of PC games via Steam sales. Set your limit to $10 and you will amass a similarly huge collection of games. Here's a quick list of games I've bought on sale, and not yet had time to play properly (because of all the other Steam games I'm playing at the moment): Bioshock, SW:KOTOR, Street Fighter IV, Monkey Island, Mass Effect, Company of Heroes Opposing Fronts, L4D2, SW Empire at War,Deus Ex 2,Psychonauts, Stalker and the list goes on and on.
My point is, Steam can be a very low cost form of obtaining a lot of big-name games if you wait for the sales.