Do you buy PC games from third party key sites or from Steam?

The only trustworthy key sites I know of are: Green Man & Fanatical, most game keys distributed on either site are gathered from the developers directly and region free meaning they work regardless of where you live (although not every game, depends on the publisher) while from Steam proper, sales may appear (some are worldwide while others are regional). Don't tell me, does both Steam including key sites impose VAT & Sales Tax on top of the price? I know that actual retailers have to add taxes (all nations have a form of VAT).