Back on this again are we? Yes it's probably a good idea to have some kind of contingency plan. Maybe one of these online services bans you, or goes bankrupt, or maybe you just plumb run out of Internet. As it's been said though, backing up files will only get you so far. The best defence against losing games on online services is to avoid those services altogether, though that would mean missing out on a hell of a lot of games, as well as the perks and convenience offered by Steam.
Frankly I wish people would put a little less stock in convenience. Convenience is nice, but I value my rights and privacy a bit more.