tailsy64: If you mean add it to Steam, you can make a non-Steam shortcut and launch it from Steam. You're pretty much buying a DRM-free copy and there won't be a Steam key to add it to your Steam account with DLCs, if that's what you mean.
ernis350: I mean by gog connect. I know that i can just add a non-steam game, but those steam achievements dont work that way.
Hi ernis350.
Steam and GOG.com track achievements separately and achievements from one store account cannot be transferred to the other.
Since GOG.com introduced "GOG Connect", ownership of certain games on your Steam library can be imported on your GOG.com one. It depends on the developers'/ publishers' decisions, which games will be included in the "GOG Connect" initiative and the offer's timeframe lasts only for a couple of days, while you have to pay attention to the announcements and grab them manually, by logging in to GOG Connect.
Up to this day, only the base games are offered through "GOG Connect", without DLCs being included. Finally, it doesn't work the other way around, meaning you can't import games you own on GOG.com to Steam.
Regarding the save files, they can be used/imported regardless from which store you bought the game, as long as the version of the game you plan to import them, is the same as the one where you initially created them.
I recommend buying on GOG.com. Not having to run Valve's client on the background at all times, just to be able to run the game, is a huge plus for me.
Cheers.