I never played the original Xcom games but I really like X-COM EU.
The problem with it though is I feel there is too much focus on the combat and not enough choices when it comes to the macro level of the game. Also, I don't really like how the AI acts on the battlefield at all times, making really strange choices sometimes.
Personally I like the graphics I have seen so far in Xenonauts (starting your gaming experience with Nintendo 8-bits kinda does that).
So all in all I'm looking for a little deeper experience than X-COM EU, will I get it with Xenonauts?
EDIT: Also, I never heard of Desura before. I have quite a lot of games on Steam, any reason I shouldn't get the Steam key?