There's no real difference in the program between the two. It comes down to what's more convenient for you.
If you buy from here, your key can be used as a Steam key as well. So you kinda have both then. (If you buy from Steam, you only have the Steam version.)
the steam version has an integrated handling for DLC (including a button on the resource manager)
with the standalone version you'll have to handle all DLC as files in your own structure without automated help.
you need to decide for yourself which one is better - some people prefer their own sorting for the DLCs, and that is easier without the steam structure, but if you don't want that added work for a better sorting then the steam version might be enough for you.
but as said the standalone version automatically includes the steam version - on the other hand the steam version alone is more often on sale with the steam resellers.