Quoting: GuestReally nowadays, I don't know where to buy from. I used to think GOG was the most "ethical" one (you know how much you give to the devs, to the platform and to charities). It'll remain so "in the short term". I heard GOG was based in a tax heaven, which is sth I don't want to support as far as possible. And regarding Steam... They brought us thousands of games but I don't know their intention.

Regarding GOG being based in a tax haven, this is apparently changing, or has already: https://www.gog.com/forum/general/announcement_regarding_few_games_being_removed_from_gog/page1
Now I don't know how much of a tax haven Poland is, but it can't be worse than Cyprus...

Many (though sadly far from all) indie games are available directly from their developers' sites, which would be the single most ethical solution IMO. https://itch.io/games/platform-linux and http://www.indiedb.com/platforms/linux are also good starting points. For traditional industry, you're pretty much stuck with GOG and Steam unless there's a physical copy for the game you want (do they even make those any more?).
I'm torn on the Steam issue - they have opened a considerable share of the market to Linux, but I don't like their monopoly, and their DRM attitude (no need for discussion, I won't change my mind). It's hard to avoid Steam unless you consciously decide against it, and you will have to pass on quite a few interesting games. I do, but I always make it a point to try and contact the developers to see if they wouldn't consider additional distribution platforms besides Steam.

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