You don't have to run steam on startup.
Funny, when I installed the Steam beta, it not only set itself to run on startup, it also didn't bother telling me it was doing so (my security app notified me).
This won't stop piracy anyway, at least not for single player. HL2 is such a long awaited game that it'll be cracked and online probably before it hits the shops. Personally I want to buy it, but Steam makes me slightly uncomfortable - I hate software running on my machine that I'm not in control of, and something quietly deciding to download stuff in the background sounds like the kind of thing i detest.