Did you miss Prey whenever it was on sale on Steam, like I did? It's a little known fact that the keys from the original retail copies (NOT VALUE RERELEASES ETC) can be registered on Steam, giving you the full game on your Steam account. This is because the digital service Prey was originally released on, called "Triton", went down, and however negotiations went, the publisher was able to secure this deal for former Triton cutomers and/or retail copy owners. Here's a link about it. http://storefront.steampowered.com/Steam/Marketing/message/855/?l=english&cc=US
Anyway, you can get retail copies off eBay very cheaply, with several used copies going for 99p start bids with free p+p. I just won a copy for 99p, asked the guy just to send me the serial, and it worked. I told him just to throw away the physical copy, so at least he makes some money off the sale himself by not having to ship a useless DVD case.
In short: Prey retail copies have serials that work with Steam. Bag a cheap copy for a cheap Steam game, or wait until Steam get more keys in themselves.