do you need to download steam to buy games in the steam shop?

Answer 1

Steam is required in order to download the games you purchase.

You can log onto your steam account through your browser to purchase games, however you still need steam to download them.

Luckily, not all games require Steam to play. Meaning you could buy the game, download and install the game, and then move that game wherever you like.

I've done this with Dungeons of Dredmor, and imagine the same principle works with other games as well.