I personally have had no issues with GOG, Steam, Origin or GameSessions.
GOG games don't have DRM, in case you didn't know that, they remove it.
Another thing about GOG you may not know, Crysis works if you get it from them and you get Crysis x86 and x64 and both work fine.
The only personal issue I've experienced has to do with games themselves on whether they have config files you can alter to change resolution settings to newer monitor resolutions. A lot of games don't have config files in them. MLB 2015 is a example of one that doesn't.
I don't bother installing it, because it doesn't support 2560x1080 and changes how my desktop icons look. It only supports up to 1920x1080, nothing higher than that and has no files you can alter, like other games do.