I've recently purchased the Bethesda Pack from Steam, featuring Morrowind, Oblivion, and Fallout III.
The package itself is quite good, I previously got localized versions of those games, and playing the original should be refreshing. The pack also has a good value ($70) considering the current price of those games in standalone packages, which is still high for not-so-recent games. Of course all three are in GOTY editions.
More info here:
http://store.steampowered.com/sub/4875/However, I've encountered a problem: the icons for the games appear to be blank. Both default icons created after installation, and icons that I create via Steam later, look like blank document icons. Which isn't very encouraging. Did anyone encounter similar problems? Got WinXP.