Four months ago, from December 5-8, there was a small sale for the base game (-15%) and each of the first two DLCs (-10%). I think that was the first, and so far only, sale directly on rimworldgame.com. I don't know of any specific way to be informed of future sales like that, except the RSS feed on the Ludeon blog or maybe the Ludeon Twitter. Those will only help if they mention it there. Their Facebook did not mention the December sale.
Buying directly from Ludeon lets you have your cake and eat it too: you get a DRM-free download and you can also activate the game/DLC on Steam. It may also give Ludeon more money, without another store taking a cut. For those who don't care about either of those things, I would recommend looking at IsThereAnyDeal to see which official store has the lowest price (so far, always Fanatical). ITAD does not track the price of buying directly from Ludeon.
Buying directly from Ludeon lets you have your cake and eat it too: you get a DRM-free download and you can also activate the game/DLC on Steam. It may also give Ludeon more money, without another store taking a cut. For those who don't care about either of those things, I would recommend looking at IsThereAnyDeal to see which official store has the lowest price (so far, always Fanatical). ITAD does not track the price of buying directly from Ludeon.