Some game you can, others you can't. I would love to beable to activate DA2 on steam since I hate haveing to deal with the discs as as well, but I have the SIg version preordered and I don't want to lose it by cancling and just buying it from Steam.
You can't activate it on steam, but I think you can activate your retail CD key on EA download manager and use that download service. I was able to activate all my recent EA games there. (Mass effect 2, Dragon Age Origin + Awakening, Red Alert 3)