Amazon don't stipulate that you have to only purchase their content. The Kindle supports a number of file formats and Amazon support you putting your own personal files on the Kindle.
If you are that concerned with Amazon being able to detect your reading matter then simply don't connect to wifi or 3G. That way you can keep it truly private.
I think there's another thread in this forum discussing what it is that Amazon uses to identify ebooks.
Here we are:
https://www.mobileread.com/forums/showthread.php?t=88432