So I found out where the actual executables for my Steam games are and I just want to share:

C:\Program Files (x86)\Steam\steamapps\common[Game Name]).

Using this directory can let you find the .exe file. While this doesn't work for every game, if the game in question doesn't use DRM to validate the "license" to play, you can copy the game's files just about anywhere for free.

Don't use this method to hurt indie devs, I do endorse paying for them, but this can be good for preserving games, or even playing them elsewhere besides your computer.