Best Online Store for PC Games??

Hey gamers,

I've recently joined the world of owning a computer capable of playing games! I have some catching up to do, to say the least...

Where do people buy games online? Here's what I've found so far, any advice or recommendations are VERY welcome.

Steam: This seems to be the obvious source and I love it. I actually bought a few games during the last big Steam Sale so that I'd have stuff to play when I eventually bought a new PC (laptop). Steam sales are the way to go! I'm years behind, so most games are really cheap already.

Origin: EA's exclusive site. I just installed it, but I haven't bought anything. Do they not do sales? Why are some EA games available on Steam, some aren't? I want Need For Speed: Most Wanted and I can't find it anywhere else (at least not cheaper). Other NFS games are on Steam, but this isn't. Will it eventually be moved to Steam once the new NFS comes out this fall?

Amazon: Unfortunately, Amazon in Canada doesn't have downloading from site, still old-fashioned mailing of physical copy.

Any other legit options (preferably available in Canada)?