I don't buy AAA games, so YMMV, but I buy my games almost exclusively from GOG and Itch these days. I have loads of games on Steam, but now the DRM-free aspect is most important to me. If something is only on Steam, I may still buy it if I can confirm that it's "DRM-free" (e.g. bypassable Steam check) there, or if it's so cheap that I won't mind losing it. As honest as GabeN and the Steam team seem to be, I've been shafted enough times already.

The one drawback I see for buying on GOG vs buying on Steam (which can also be kind of an advantage depending on your perspective) is updates. Steam seems to let publishers push updates out whenever they want. While a few publishers do actually seem to forget about GOG, I have read comments from a few different developers (in response to complaints from customers) that they had sent their updates to GOG but were stuck in an approval process. It appears that the GOG team manually tests every update before putting it up for customers, and there's a large backlog for a small team, so it can be several months before a patch gets through.