Just my personal opinion
The good clearly are the free games and that some games go cheaper there, they have better sales sometimes. The bad is that the store is badly optimized. The UI is annoying, no cloud saves for a lot of games. As of recently there were no achievements or even a cart, but they have that now which is good. The friends tab is bare bones still. They have aggressive DRM. For some reason it's a pain in the ass to log in, but that might be just on my end.
Now with GOG, you don't have DRM, you can integrate all launchers so you can launch all the games from one, which for me, is pretty useful. GOG has great deals. The bad is that the ui as well is kind of bare bones, but i don't know, they are not trying to take over the market and their store works very well.
As of steam i don't need to say anything, everything is in there. If you play on linux you basically will get every game from steam. They have the most robust launcher with the most options, etc.
That said, personally I use the three of them. Gog primarily since i can launch everything from there and if i find a game in there, i'd rather get it from them. But i've found sales on epic too good to let go so i play those games there. For me it depends on what they're offering, but for some reason i really dislike Epic's layout and ui, i feel like it is very annoying and that it is missing a lot.