Then the people who made this game said they were maybe going to bring the other oddworld games out on steam, but I'd also like to buy it from here.
What should I do?

Buy from whoever makes you happier. I don't mean that in a snide way, either, I mean whoever seems to provide better service/s, support them with your business. For me, that means gog, knowing that I own a copy of the game (if not the game itself) on a harddrive under my control, that I can further copy if I need to. I'm not familier with Steam's service, but I've gotten the impression they require you to download a given game from them every time you need a copy, in addition to distributing third-party works with DRM. For my particular sensibilities, this makes the choice obvious.

Buy it from GoG.
Steam goes out of its way to 'protect' customers from the stuff they buy. Both client and games need to be fully updated to be playable, offline and online (so if Steam is ever down, you can't play your game). Games can't be installed simultaneously on multiple machines, and just moving an install is a major pain.
And of course, you should avoid the service like the plague for the two simple reasons that A: Steam supports regionalised distribution, and B: Steam not only acts as spyware, but supports spyware in games.
Steam is bad, m'kay? ;)

Uhm, yes they can. I have my Steam version of HL2 on three machines right now.

I love Steam, it's a great platform for distribution of games... and while i'd love to see more older games on it, GOG has by it's very nature already committed to bringing us back these old games that we'd all forgotten in a great and convenient format.
So what have I done?
Bought this one on GOG, due to it's commitment to older games & how i'd love to keep GOG going to bring me more classics... and i'll keep my Steam purchases to new games.
Hope this helps you make a decision!

Would it be easy to buy munch and stranger, or are they hard to find now?

Well, they shouldn't be hard to find, given the universal nature of ebay/Amazon.
The real issue here is having an XBOX. If you have one, and I'm not talking about it's bigger brother, the 360, on which these games are not backwards compatible (as far as I know), then you can get a hold of 'em pretty easily.
The novelty would be having them on the PC, which is pretty much what Mr. Lanning said over here.
But it's too much of a maaaybe.

Infact Munch's Oddysee, the first of the two xbox oddworld games is backwards compatible with the 360, unfortunately the emulation used for the sound is terrible so you can hardly hear it. I recently bought an original xbox just for the purpose of playing munch's oddysee and Strangers wrath, the latter of which isn't compatible with the 360 at all. So your best bet is picking up an old xbox, try ebay i got mine there for a tenner which isn't bad. Of course we all hope they come to PC, fingers crossed.

Even though this is solved, I recommend GOG for any other people asking the same question.
I've had Steam for some time now and have never bought a game with it. What turned me off was the fact that you download the game and it is linked with their client program. I get the feeling that with Steam, you don't own the game, rather you by rights to play the game.
As a bonus GOG offers heaps of extra's like the manual, wallpapers, avatars, themes and more. You don't get that stuff when you buy from Steam.
I am only new. Infact I register only 30mins ago and within 15mins I had registered and bought this game with absolutely no hiccups. I've been nothing but impressed with GOG.

the only reason i had steam on my computer was half life 1 and 2
i did buy the vampire the masquerade game from them because my disc was destroyed over all i dont like steam because it uses memory in the back ground to run the client and i dont have the best computer in the world it would barely run hl2 before my video card died
i just quit playing the newer games for now and i came here for something i could play. i plan to get od world games cause i remember being 16 and stoned and trying for four hours to beat a certin level at a freinds house was fun.
i really wish gog or steam could get a port of coolboarders 2 it was a fun game on playstation
and id love to see final fantasy7 for pc but that will probably never happen.