I recently resolved to support non-Amazon bookstores with e-pub now my main digital book file. For the time being, while my Kindle still works, I'm able to forward my purchased books to Amazon for conversion into their proprietary format (whatevs, Amazon). Once my Kindle finally bites the dust, though, I'm not inclined to replace it anymore and will be going to Kobo for my e-reader (or even Barnes and Noble).
The great thing about this is that I head straight to online stores that are -- GASP! SHOCK! -- dedicated bookstores. Smashwords and Kobo are now my go-to places for e-books though I still try to buy directly from small presses whenever my favorite authors release new stuff through them. Smashwords, especially, at least outside direct sales from publishers, offers indie writers the highest royalty rates, and I'm really, really hoping my auto-buy writers eventually offer their books there.
At the moment, around 30% of my auto-buy writers use Smashwords for one of their storefronts. Majority distribute widely, and only one is semi-exclusive with Amazon. Charlie Cochrane, whose Cambridge Fellows mysteries is my cuppa and who's since expanded to other gay cozy mysteries, one series being released through Riptide Books, who distributes widely, and another Cambridge offshoot series sold exclusively through Amazon.
I do think that romance writers tend to benefit more from exclusive Amazon releases given the KU program, which attracts romance readers who are also the most voracious readers around (go romance fans!). I noticed those M/M writers who write romance as more of a side story to their suspense plots or mysteries or whatnot prefer to distribute widely, for which I'm eternally grateful as I gravitate toward those books over pure romances (mysteries being my favorite literary genre alongside paranormal suspense). That allows me to support them outside Amazon and, additionally, support online stores dedicated solely to all things bookish.