Some order processors will let you upload your game to their site. BMT Micro does this - you load your game to their site when you set up the 'sell' page, so when a customer buys the game and the payment goes through, they can send them a download link and their activation code straight away.
You would use an order processor for selling on your own site, and for affiliating your game on other sites (like Amaranth and Aldorlea and other 'smaller' portals). When you go to places like Big Fish Games and Steam, you will not use your own order processor or your own installer or DRM - they will do all of that using their own software and systems.
A separate demo is only if you don't want to use DRM. Separate demo means anyone can download the demo (which is actually a different version of the game that only has content up to a certain point). When they pay, they will get a link to the full version of the game. The downside is that it only takes one person to pay for the whole game, and then they can share it to their heart's content, and nobody who gets it will need to look for a crack, and you can't track how many people have it.
By "selling the game as is, without having a demo or DRM program" you mean just provide the whole program as a download when they've paid? You'd get fewer sales because a lot of people won't buy a game unless they can play a demo/trial first, and again, once they do, since you have no DRM, they can easily share it around and nobody who gets it needs to worry about registering it or getting a cracked version.
