If you can, the best source would be buying from Amazon via the Subsim link:
https://www.amazon.com/gp/gw/ajax/s....ag=cyberknight
This way, Subsim gets a cut of the profit as well
Otherwise, I would also recommend Gamersgate:
http://www.gamersgate.com/DD-SH3/silent-hunter-iii
Mainly since it includes no additional DRM with the download and shouldn't interfere with mods.
Though most people report that Steam is just fine as well.