I still use steam it is the best no doubt but my concern is everybody spending money there. Steam does not require you buying game from them. You can buy steam codes all over internet.
My thesis is to decentralize your purchases while still using steam. I still buy some games there but smaller devs will sell codes direct so that's my preferred route. For AAA shite, i will do gray market codes because fuck them.
Gamestop sells codes too.
Steam return policy is good though to check games out, so something to keep in mind.