Steam, you have to play it through the Steam app. Means you've gotta have a decent Internet connection to log in, and the app is kinda clunky. Updates are pushed through automatically, there's a customer support service (its effectiveness varies).
GoG you get the game on your computer and it's yours, not rented from the service.
@BESW yes, I did. Are they typically open to the public? Do we just self-guide, or would you expect there to be a visitors' center? Do we cover heads or bare heads or whatnot?
It seems from the site that it's pretty-open to people who wish to respectfully visit, but I wasn't sure if there were any unspoken norms I should be aware of.
I haven't been in more than 15 years, so things may have changed a little, but:
It's open to the public pretty much all the time. There's a visitor's centre, and you can get a guide, but I'm pretty sure you're also allowed to self-guide.
So long as your dress is modest and respectful, there's no particular code. (Shirt, shoes, probably not shorts but that shouldn't be a deal-breaker.)
If you can go when the welcome center is open, I highly recommend it; I think that's the only time you can see the cornerstone.