I buy more games outside of Steam than on Steam, but I probably spend more on Steam. I like bundles from Fanatical and sometimes Humble Bundle, and if a dev (usually indie) sells keys on their own site, I'll try to buy direct (e.g. Paradox does this).

I'd buy more GOG games if GOG bothered to properly support Linux, but they don't, Steam is easier, and prices are usually the same.

If the price is the same on Steam, I'll get it there, outsid otherwise I'll probably go somewhere else.