I still prefer to buy on Steam if I can, because using the EGS sucks in every way possible compared to using Steam. If I want to sit to rest I can do it on a cold and irregular rock, but if there's a bench right next to it, then I'll use the bench.
That said, you can do a lot worse than EGS. MS Store I'm looking at you. In the above metaphor, you'd like sitting on the wet and muddy ground.