Setting up an online store for a game&more Questions

I have been developing a Windows game for the past 4 years. I am near the stage of finishing it. So, aside from Steam Greenlight or other online platforms, I am looking to set up an online store and a website.

My questions are:

1) Do you recommend any online store service? I am an individual, not a company.
2) Do people actually buy games from the game website? Or is, like, 99% of sales coming from Steam or elsewhere?
3) I don't want to wait for the game to be greenlit (or rejected). I want to set up a website first, with a demo and a purchase button, and then submit the game elsewhere. Is this the right way of thinking? Does this have any complications? Say that I want to sell my game for $4.99 in my website. And then after some time it gets greenlit. Do I have to alter my price?
4) Does a dev blog help things? There are so many many many blogs out there that makes wasting precious development time to write stuff just for a handful of people to see seem counter-productive and vain. I am a team of one (my cat has thorougly denied any pleas for collaborating with me so far) and spending 1 hour writing some stuff for the blog is not spending 1 hour to add a game feature...

Thanks in advance for your responses! I'm kind of swimming in the dark for these things. Making games is what I like to do...but setting up all the rest seems quite colossal so some info wouldn't hurt.

Hey! One of my favourite sites to buy/sell games through is itch.io, which has become quite popular. There is no barrier for entry, so it fits with your proposed plan of not waiting for approval (which I think sounds fine). Though I've never tried it, the Humble Widget also looks quite open, you can just plonk it on your website. Presumably this also sets you on a path to potential Humble Store / Bundle inclusion. Afterwards, you could go through Greenlight, or try submitting to stuff like IndieGameStand (don't know if that one's actually worth it, though).

As for running a devblog, you should probably decide based on whether you want to do it or not. I doubt it will gain a lot of attention without your enthusiasm, after all. A lower-effort alternative to this that I recommend would be talking about your game through a Twitter account and posting interesting GIFs of your game (assuming it looks good in motion) tagged #gamedev and the like. Twitter seems almost essential these days.

Disclaimer: I've never actually put out a commercial game.

For me, I buy my games on steam. Most people actually use a service with a store kind of environment, such as steam, google play, itunes store, etc. So getting your game up there will give you most exposure. But with anything, just putting your game out there is not enough. you'll need to do some marketing so people know about your game. A good trailer is a good marketing strategy.