However you purchase, you'll have a huge download of the client. Direct purchase from ZOS is probably the simplest, as you're using a PC.
I'd avoid Steam, as that just doubles up your signon problems every time you use it. There have been times when everyone could play except the Steam users. I can't think of any benefit of Steam in this case.
Make your character(s) carefully, as MMO's have a lot of grind in character build-up, that you won't want to repeat.
In particular, class can't be changed, and the ESO classes can be very misleading. If you want to create a tank, you'll want a Dragonknight, if you want a healer, then choose Templar, and the others will be damage-dealers. The classes provide magical abilities and the weapon skills lines generally stamina abilities, so with the possible exception of a magicka sorcerer using staves, you'd expect to use some of each. That would be a mistake, as the successful builds pick either magicka or stamina and stay there. There are stamsorcs, and magblades, who aren't the classic spellswords at all.
A pure bow character is possible, especially as you don't just use one for ranged attacks. Perversely, you can use a one-handed weapon skill to do a ranged attack, and then close in with your bow! The distinction between multi-target and single-target is perhaps more useful. And for extra confusion, your armour may do more damage than your weapon.

On the other hand, you can roll eight characters before buying new slots, so you can try multiple classes (the only thing you can't change) without re-starting. Whether the extras are separate characters, or as in Acadian's game, multiple aspects of the same one, is up to you. The many "once per day" restrictions are generally applicable to the character, not the account, so each of your characters can get a riding lesson, do crafting writs and research, etc. if you have enough play time to run them in parallel.