Where to play multiplayer?

Hi all, Sorry for the noob questions and if its been posted tons of times before. Thought this was the fastest way to get a quick answer.

So I have age of empires, rise of the rajas pack, not bought from steam though. Where would be the best place to play multiplayer? Vooble or gameranger or some other place?

Or is it much better to buy it on steam and play multiplayer on steam?

Thanks guys, help is appreciated.

(Will remove post if you say so mods, cheers)