App Store [/] The built-in App Store has a clean UI. Not that many games comparatively and Apple doesn't do sale events so knowing when something is on sale requires a third party web site like AppShopper (which is also good for knowing when your followed iOS apps go on sale). Very easy install and unlike Steam you don't have to keep the store client running to play games.

One good thing is that most Apple Arcade games work on Mac so if you have a subscription you get a good variety of games to play.

Epic Games [/] A relatively new store. They have two or three weekly free games and sometimes top tier games. Less Mac games, even games that have Mac versions in Steam don't have that version in Epic. Sales don't seem as good as Steam and I'm not so sure about their discoverability either.

GOG [+] One of my favorite stores built up their reputation by selling old games wrapped in DOSBox so you can play them on modern OSes. You can even play many old Windows games on Mac this way and they constantly keep the DOSBox layer updated for each game. Nowaways they also sell newer games (which don't have DOSBox so ironically less Mac versions than old games).

Steam [+] I guess overall my favorite game store. Huge selection, lots of sales, good discoverability, wishlists, and other features. The big drawback is most games require the Steam client to be running and it's not a lightweight client.

Humble Bundle [/] Honorable mention. Their store is basically a custom UI using the Steam store to deliver games. Less information than Steam store though so often I have to go to Steam to get more info like screen shots and reviews. But the Humble Bundles are cheap ways to buy game collections so that's the real nice.