The one thing you need to remember is that you must activate on Steam or else your free game key will expire... Learned this the hard way. "Purchased" free game, clicked the button to reveal steam key (on humble bundle site), and then went about my business. A while later (a few weeks I believe) I went to activate on Steam and got a message saying the key had expired / was not valid... Lesson learned. go all the way through the Steam activation process so it adds it to your game list. The game is still listed on my humble bundle purchases to this day but I am unable to activate it.
Edit: whoops, didn't see the 'BTW' note. There is also a button now that lets you jump right to the Steam activation now. In the past I am pretty certain there wasn't and so I delayed activating because i didn't feel like starting up Steam at that moment.