First off, I'm not sure if the money on shipping that I was saving was that much more than what I paid for the yearly membership. It came in handy when getting birthday and Christmas presents shipped to my nieces (which is pretty much what I've been using Amazon for) but I'm still too broke to do much book shopping for myself, and I have this thing for browsing in physical bookstores anyway.
The main reason, though, is that Amazon has been acting like the 900-pound gorilla of book sales and doesn't seem to realize that it's not the only gorilla in the jungle anymore.
The standoff between Amazon and Macmillan has been documented in more detail elsewhere. John Scalzi has provided the snarkiest coverage (and is where I was first made aware of the issue) and Tobias Buckell perhaps the most detailed. Short answer for those who don't feel like clicking on links--Amazon has stopped selling Macmillan titles because Macmillan doesn't want to sell ebooks at the loss-leading price of $9.99 anymore. At last word, they had supposedly backed down from this, but the Buy Now links on Macmillan titles are still mysteriously absent.
It's possible I might feel more sympathy for Amazon versus the Big Bad Publisher if Amazon hadn't screwed up so royally previously, when they abruptly reclassified all gay-related titles as "adult" and thus excluded them from sales rankings. They did at least correct that mistake, but waved it off as a mere 'glitch' and I mentally filed Amazon under "corporations not to be trusted an inch further than they can be thrown." Now with this debacle, I think it's time to find other nice places to get my book fix. There's no rational reason to wait for Strike Three.
IndieBound is a marvelous site devoted to helping people find Real, Live, Independent Bookstores in their neighborhoods.
The Book Depository is based in the UK, but ships all over the world for free. I think I'll be hitting them up should I need a book shipped to me in future.