Steam/Live/Other - Same servers?

For example, COD4: If I get buy the hardcopy of the game, it doesn't run on Steam. Will I be playing with Steam players online?

What about GTA4? The hardcopy uses LIVE, if I buy it on Steam, will I be playing with people who use Live?

What would be the best choice if the servers aren't the same?

Sorry if this has been brought up before. Didn't find any helpful info.

You can play with anyone, there is no restriction on what platform you buy it on

Oh, that's good. So guess it's all about what service you like the most and price/availability.

You can play with anyone, there is no restriction on what platform you buy it on

James161324