For games that I don't really care about enough to want a physical copy (note, this doesn't mean I don't like them it just means it's not something I've been waiting for as impatiently as that rare game a year I get hyped about), Steam, because of those insane sales and fast access from pretty much anywhere. For games that I want a copy of to put on my shelf (These come out about once a year), Amazon, because it's cheaper, and it's pretty hard to find slightly more obscure games in the area I live in (and by slightly more obscure, I mean smaller than stuff like CoD or GTA).