GG, without a doubt. I bought dozens of games from them and had only one single problem - which was actually not really their fault, because I bought the Tropico addon while I had the Impulse basic game. Got a swift refund in Bluecoins and that settled that. Plus: Their offers are awesome. Men of War for 4€? Best buy in years for me!
I bought a few games on Impulse, but their software is so awfully slow and bulky on my computer, with connection problems and annoying bugs. Nay, thanks.
Steam? Bah, I like Day of Defeat, so I couldn't avoid the sucker. But honestly, why bother with their software when I can get (mostly) DRM free games from GG?