The Steam refund policy seems pretty good - I bought CMANO at 6pm yesterday, played it for three hours, and bought NI at midnight. I then noticed I could have bought them together and saved £6. I asked for a refund and, despite having played 3 hours, and outright saying I just wanted to take advantage of the new sale, I got my refund.
However, whenever prices are similar and you also get a Steam key, I'd say buy from the developer - they get more of a cut, and you then have a choice of using Steam or not.
For the convenience, I prefer Steam, but having the 'developer copy' is a bit like a failsafe in case something goes wrong with Steam. I like to get both 'versions', just in case.
The game itself (in CMANO's case) is the same, so in terms of actually playing it, there's no difference. The difference lies in price, convenience, and the amount of money the developers/publishers get.
< Message edited by ColonelMolerat -- 10/23/2015 1:19:49 PM >