For convenience on your behalf, and the lower price, Steam is the best option. You will need to link your Steam account to play online, and gain access to the DRM free downloads and mod portal, that is a simple process.

Buying from our website is best for us, we get 95% of the sale price (redeeming a Steam key does not affect this). We also offer a more generous refund policy on our website compared to Steam.

GOG has no benefit, and I wouldn't recommend it unless you have all your games through them. The updates through GOG directly are generally only stable (they package the updates manually), but you can use the in-game updater to get the updates directly from us.