There's no horrible DRM involved if you get the disc version of the game (one of the updates a long time ago removed all but the CD check). You can even avoid the fugly SoldOut Software installer entirely and run Install.exe manually if that's the version you end up with. It's still cheaper than Steam and you can make an ISO image out of it for comfort and instant loading times.
Apart from CD and Steam, there aren't really any other options right now. GOG really dropped the ball on their release of W2 (they couldn't get the multiplayer working internally so they axed it completely even though it works perfectly fine), but maybe someday, T17 decide to put WA there as well. See shall we.