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Sometimes if I'm feeling saucy I'll launch a game from the Steam icon in the taskbar.
I prefer to launch from within the Client, or when possible to launch from local files, especially if a game I own is DRM-free and can be launched without Steam client running at all.
I personally use desktop icons because my rubbish laptop that cant even run 4 GB ram games even with 5 GB free. At the highest I can have about 7 at the least 1.
all ways to start steam games are fine
if it's a new game or something not in that list, I would do it from the library
On the rare occasion, launching from the library.
Ditto.
Right clicking the icon lets me load any of the last five games I recently launched. The majority of the time that is enough.
I don't really use desktop shortcuts much. I always thought they were mainly for people who don't understand PC's and can never find a file or program ever again if it isn't an icon the desktop
Keep in mind that even those people that reserved a SteamDeck back in June 2021 are still waiting for their opportunity to even buy one and some even get Q3 2022 as their expected quarter to actually order one.