The gamersgate version isn't supported anymore. You need to go to your games page in gamersgate, where you will find steam codes for the base game and all your DLCs. In case you don't like steam, then you don't have to use it for anything else than downloading the game and patches; it is perfectly playable without steam, but you cannot play mp though. On the other hand some people have talked about a lan feature which should work without steam, but I don't play mp, so I don't know whether or not that is true.
All future DLCs you buy on gamersgate will give you steam codes, so you can continue buying there if you want.