Direct 2 Drive. I've got games from them before, but won't be doing it again.
I strongly discourage getting it from D2D. Most probably they'll encrypt the .exe, so utilities that modifies it (like the probable OBSE Skyrim's equivalent) won't work.
Both are irrelevant posts. Skyrim is a Steamworks game, so all D2D will do when you buy from them is give you a key that registers on Steam. You still download the game through Steam's servers and it's no different than buying from the Steam site, except that you get it $6 cheaper.
But it's still $4 more than what the game should cost, without discount.