Where should I buy steam games?

Check isthereanydeal.com
They link to other sites.

Ehm, I don't know, G2PLAY maybe? You can check out Allkeyshop for prices.
Also, you can try buying your steam games from traders from other ROW regions (if you also live in a ROW region) that have cheaper prices.

https://www.humblebundle.com/store
https://www.nuuvem.com/
https://www.bundlestars.com/en/
https://www.indiegala.com/

Depends on where you live. If in a region that carries inherently lower Steam prices like Russia, Brazil, China + most SEA countries, India, and so on, then on Steam during sales.
If you live in a country that is not region-locked on Steam, then use IsThereAnyDeal.com to see which shops carry the best price for a game.
Also, if you are a subscriber for the Humble Bundle Monthly, then you get a 10% discount on everything, including games on sale. Downside is that they often match other stores with this 10% plus, but you can also get a 5% chargeback on your order.

Some info and a list of "Safe Sites": https://www.reddit.com/r/GameDeals/comments/2yhlw4/key_resellers_and_what_they_mean_for_you/
If you are patient enough to wait for sales you should get a lot of good games for little money ;)

CDKeys is great

you could trade them if you need row games.

isthereanydeal.com has only legit stores

Humble Bundle, Greenmangaming and Gamersgate is where I look for games.