I recommend buying it on Steam because you can redeem your Steam copy on GOG AND you get the special edition extras for free on GOG. But be quick because the GOG Connect redemption offer is limited time only and could end any day now.
Here's how it works:
Buy the normal Shadow Warrior 2013 on steam for US$3.99 http://store.steampowered.com/app/233130. Make sure it says Shadow Warrior and it is not Shadow Warrior 2013: Special Edition because you will have all the special edition extras on GOG in the next step.
Connect your GOG account to your Steam account and redeem your Shadow Warrior on GOG which comes with the Special Edition bonuses which would have cost you extra on Steam. https://www.gog.com/connect
In the end you get this on steam:
Shadow Warrior 2013 and a free game, Viscera Cleanup Detail: Shadow Warrior http://steamcommunity.com/app/255520
And on GOG you will have:
Shadow Warrior 2013 DX11 version
Shadow Warrior 2013
Viscera Cleanup Detail: Shadow Warrior
wallpaper
soundtrack in mp3
soundtrack in flac
avatar pics
artbook
The following weapons in game:
- Nobitsura Kage Katana (the default one)
- The Walking Dead Ice Axe
- Rise of the Triad Excalibat
- Zilla Z45 Laser Katana
- Shadow Warrior Classic Katana
- Hotline Miami Katana
- Serious Sam 3 Sledgehammer
- Saints Row Penetrator
Bonus step 3. Get Shadow Warrior Classic and its 2 expansions here for free: https://www.gog.com/game/shadow_warrior_complete
Worth every cent. This game is a lot of fun