I've recently added a list to my website that has links to book sellers that aren't Amazon or other large conglomerates, and I thought it might be appreciated here. This includes both eBooks (most DRM-free), and physical ones as well.
I found most of these by coming across books I wanted (usually via the fediverse or LibraryThing), and searching up the author's website. Usually they'll have the ubiquitous Amazon & Kobo links, but sometimes they also link to the publisher directly, who often have their own shops as well. Basically I do a lot of link hopping until I come across small indie places that are much nicer to buy from.
If you have any favorites that I haven't included here, please let me know! I'd love to add more.
UPDATE: Thank you all for the additional recommendations! I've added them to the page along with summaries of what they offer.
Here in the UK, I often end up getting books from World of Books, who are fairly ethical as for-profit companies go