Where can I buy the ''cheapest" game keys?

Depends, obviously grey market but you'll have the usual risks... if you wanna be more on the safe side: bundle sites IMO.

You can compare prices on IsThereAnyDeal. If the game you like has been on a bundle before, then it should be easy to find it cheap looking on websites like SteamTrades / Group Buys.

Bundles, cheap games starting from like 0.05$ it really doesn't matter grey market or bundle sites, just the cheapest place.

Indiegala happy hour bundles, or DIG has some cheap stuff going on on their site. Generally speaking, avoiding grey markets is the better choice, as they promote key reselling (against terms of use buyers accepted), despite their claims they have no proper security system and they rather try to silence people complaining about their system than to make it better.

The best deal is learn how bundle thing works. When you start to buy bundles, just wishlist the games that you want and wait for them to be bundled (or heavily discounted on steam).

If you can't wait, you can buy them on G2A (bundle, promo, etc keys usually us reselled there.

Steam only if you can buy and activate region lock stuff...