Yes, you get a cd key when you buy the game on steam. You have to find it, but it's there. I bought my copy (of AI War, I'm assuming Tidalis is the same) on steam, but don't have steam installed anymore.... It's also the only game I bought on steam. Only did it that way because a friend was like "here, try this" and linked me to the steam page for the game. I didn't find these pages until later.....
Speaking of Steam though, how much of a cut do they take? Is it so huge that I should be encouraging people to buy directly from you? Or is it just like 1% or something, so for people that already use steam I could just point them there?