Oh, so-so many things...
1) Regional pricing.
2) Sales and discounts.
3) Massive UI functionality (nothing beats it imo)
4) Multiple languages support for the majority of games.
5) Ability to easily add non-steam games to library.
6) I keep my games even if my account gets banned.
7) A refund policy that actually works.
8) Game-sharing set-up that is easy and intuitive without the primary/secondary machine bs.
9) Active forums attached to games.
10) Amazing community tab with actually interesting and fun art, videos, fanart, tips, etc. for every game.
11) When I buy a game I get all the relevant info about (languages, DLC, release dates, etc.)
12) A very advanced search engine with ability to be very specific about what you are looking for.
13) Reviews separated intro "recent" and "overall" - love this.
etc.etc.
And that's just off the top of my head. I could remember more if I tried.