There are bookstores where you can buy Mobi for Kindle that are not Amazon. As the Agency Model goes away, at least for a few years, independent bookstores might be able to sell mainstream books again. They did before Agency Pricing but stopped when Agency Pricing was introduced.
If you are already a Prime member, I am curious as to why you would want to limit your Amazon purchases? The reality is that buying books from Barnes and Noble, Kobo, or Sony is not that far off from buying books from Amazon. They are all large companies looking to maximize profit. The difference that I can see is that Amazon is better positioned for staying in the ebook game then Sony and Barnes and Nobles. Kobo seems to be set for long term profitability.
If you are willing to remove DRM, it doesn't matter what device you have, you can side load converted books.