I bought the first game on physical disc, the second on Steam, and the third on Origin. Luckily, I was able to take both the keys from the physical ME1 and the Steam ME2 and put them both into Origin. Might as well have the entire series in one service/application.
You can add Origin/nonsteam games to Steam. There's not always a lot of point to it, because I think it opens up Origin anyway, but it can be done.