I think I've said this somewhere else, but I shall say it again:
The lion's share of the testing we did on 1.2 took place on Steam, so, as a result, the Steam version will probably be a lot more polished than the Won version, and we will probably be able to better support any problems that arrise with the Steam version, so use WON at your own discression. Besides that, I figured that more people use Steam now, anyway...so you may find more servers with Steam, particularly if people experience issues with the WON version by virtue of the fact that we haven't heavily tested using WON.