On the Mac I avoid the store if it’s possible to download directly from the developer so that they don’t have to pay a cut. If there were an alternative Mac App Store I would avoid it too like the plague.
I'd can see myself using other stores on iOS depending on the store. If Steam existed on iOS I'd certainly consider it, especially if buying a game that ran across platforms included the iOS version.
Although they're more flexible, if a game sells you a CD-key outside the store (eg on Humble, through promotions, etc) they don't take a cut. Steam only gets it when it's through the Steam store.