I know of Green Man Gaming. And I've heard of Gamers Gate and G2PLAY, but I don't really know how well they can be trusted. Thing is I much prefer to buy the version that I would be getting through Steam if I did buy it there. Which seems to be the case with GMG. As in no Russian-bullshit where I have to use a VPN to unlock English or some crap.
I live in Denmark, btw. I suppose retail could also be an idea. Beats buying through Steam.