Many games bought via the Humble Store include a Steam key and a DRM-free version of the game. Do you think it makes sense to redeem your Steam key if you would have a DRM-free version you can download?
I think that if you don't like Steam enough you may gift the key and enjoy the downloadable version, but it may be more convenient to have the game in your Steam library instead of installing the DRM-free game. Moreover, some Steam exclusives like the Steam cards and achievements may make it worth it to also redeem the Steam key for yourself.
Your decision whether to redeem the key or not may depend on the game you have. For example, in the case of Retro/Grade what would you advise to do? If you don't own Retro/Grade you may comment this topic generally or tell what you've done with other games when you've been in a similar situation,
