DRM-free games are becoming more and more popular these days. Look at the Humble Indie Bundles, for example. You get 3-6 indie games which are completely free from DRM (and in some cases are open source!) for as much or as little as you care to play. Heck, you don't even have time to finish all of the games in one bundle before another one comes out.

If you want to play games, there's really no reason not to.