Downloading Steam games without it being installed

You can try to download them with SteamCMD, if they are DRM-Free.

When you run it, you can login with,

login (username)

Then set the download path with,

force_install_dir (path)

Then, you can install the game with this:

app_update (gamesteamid) validate

You can replace the (gamesteamid) part with the game's steam id, which you can find by opening the game's link.

You can download it for Windows here, the instructions for Linux and Mac is available on the SteamCMD's wiki page.

Most games aren't available from non-steam platforms if you bought it from Steam, but these are:

Most DRM-Free games can be copied once downloaded from Steam.

These games give out a key that can be used on non-steam versions:

Don't Starve, add your CD key from steam to the end of the link.

Evochron Mercenary, when you download and launch it, it'll ask for your key, which you can find from steam's CD Key feature.

SpaceChem, once you download it, you can activate it with the activation code you can find in the activation.key file in the one you downloaded from steam (you need to first download the game from steam)

The Witcher Series, just input the key from Steam, and GoG will provide you a DRM-Free copy.

S.T.A.L.K.E.R Series, just put your key from steam, and it'll give you a DRM-free version of it. Be aware that not all keys work.

YNAB/You Need A Budget, you can download it, and activate it with the key from steam.

Unfortunately Steam does not offer any downloads outside its client. (Even though the content itself may be DRM-free.) I believe you are out of luck, unless the game you have purchased offers alternative methods of download.

While I'm aware of a few sites that offer both downloads and keys to be activated on Steam (such as Humble Store), I do not know if any of them offer the same service in reverse (allowing downloads on games purchased on Steam).

If a game is available somewhere outside of Steam, you may also try contacting developers themselves, if they would be willing to "duplicate" your ownership of the game to another platform that doesn't have a download client. Some indie devs have been known to do at least the reverse.