Unfortunately it's often the tax that stuffs up Steam's pricing even on their better deals. Through Steam we can get the
Crysis Complete Pack. This is up for $69.98. xe.com makes this about £39.20.
If you go to play.com (no delivery charge) and buy both Crysis (£27) and Warhead (£15), that's £42. I'd guess that, after the Steam purchase taxes are added, I'd be better going with the UK retailer.
I want to buy both as well; I borrowed antiflow's copy for ages and I returned it to him at LLX.
EDIT: Interesting interview with the one of the Crytek team discussing the lessons they learned from Crysis and the public's response, and how Warhead benefitted:
http://www.gamasutra.com/view/feature/3 ... aking_.php