I would recommend picking a few games you want to play as soon as the quest arrives and purchase the game through the oculus store (mobile app or when you are in the home environment of the quest). If you dig a little it will say if cross buy is enabled which means you get both versions of the game and can enjoy the titles in their high res glory as well as untethered. SteamVR still requires setting up either virtual desktop or VRidge from riftcat. If you have issues with configuration of the link and pc you might not be able to enjoy the games as quick
The only place you can buy games to play directly within the Quest (not connected to a PC with Link) is through the Oculus store. If you buy games on Steam, you can play them on your PC, using the Oculus as the headset with the Link feature, but once you disconnect from the computer, the game will not be on your Quest to play remotely.
There are advantages and disadvantages in buying on Steam. Many times you can get a better deal on Steam. However, some games have cross buy, meaning if you buy a Rift game on the Oculus store you also get a Quest version that you can play when mobile (here is a hidden page of cross buy titles https://www.oculus.com/experiences/quest/section/2335732183153590/#/?_k=i6lcbk) The Steam version would not give you a Quest version along with the Rift version. Sometimes games come with DLC on Steam, but not on the Oculus store, like Dirt Rally 2.0.
So, you need to do your homework on each purchase to make sure you don't make a mistake and buy something on the wrong store. There is no best place to buy everything. It all depends on the specific game. I know this is a little complicated, but start with buying the core games for your Quest from the Oculus store and then do your research on each title.