From a refund perspective, I suppose it's personal preference. A game like civ V that has a 6 hour tutorial, steams refund policy is going to screw over the consumer. Then there's a situation like me buying Chivalry. Took me 2 months to start it for the first time. Played it for an hour, didn't like it. From a price perspective, Humble is usually cheaper but steam offers a better sale price once in a while.
Alright Pros of Humble bundle: Cheaper, Can save older versions of the game, Has better refund policy, Includes a steam key, which you can use to get automatic updates Cons of Humble bundle: No automatic updates on the DRM free version Pros of Steam: Automatic updates Cons of steam: More expensive, can't save old versions They both offer the exact same game with the exact same content I would get Humble bundle but its ultimately up to you.