It is interesting that you can't even buy a secure MobiPocket book when MobiPocket's server is down, even though the act of buying and the act of downloading the book are usually distinct. In contrast, Amazon still sells you a paper book if they don't have it in their warehouse, they just tell you it will take longer to arrive.
You can buy DRM-free multiformat books from fictionwise and (for science fiction) from Baen
webscription, but the majority of publishers won't release titles without DRM.
This is also another argument for buying the MS LIT version, breaking the DRM and converting it to a .mobi file. You still pay the author and the publisher (so this is ethical, even if not legal), but you are not tried down by future policies or screw-ups of a DRM factory.