GOG.
I used to buy from Humble, but stopped when it got too annoying with slow forced two-step auth and endless CAPTCHA after CAPTCHA. Besides, it's mostly a Steam-frontend these days.

Once I was buying games on Steam, Humble and Xbox (retail and Live). Then, my hate for corporations, monopolies, royalties, crapware, clients, shady policies, anticonsumer practices and so on brought me here, and never looked back since.
GOG has more interesting games than I could reasonably play in a lifetime, so I'm missing nothing, really, especially with the sad state of AAA games today.
Still... I must admit that things have been steadily going downhill here, too. Anyway, as long as games are DRM-free (and I mean ALL of those sold, not just some like on Humble) I plan to stay.

I used to buy my games from the local games shop in town. Long after it shut down I started buying games from Steam, but I didn't liked how I never owned the games. So not too long after I found out about GOG. Not that I don't like Steam, I just find GOG more practical now.

Besides this place, I also occasionally buy physical copies from sellers on Amazon and Ebay. But only ones that come with physical goodies.