Tough one. I care a lot about game preservation, so I naturally tend to gravitate towards GOG, however I’ve had trouble getting a few too many games running, while the Steam versions “just work” (with the same version of Proton, etc).
I really tend to make sure that I’m not going to have any issues with the GOG version before buying it nowadays, otherwise I’ll get the Steam version.
Protondb reports is the only “surefire” way I’ve found tbh, since this is the kind of detail that gets included.