I can appreciate where you're coming from OP.
Maybe I just see things a bit differently but I don't feel locked in to anything. To be honest the ebook prices in Amazon for me in the UK are generally way less-expensive than using the other UK alternatives - ie Waterstones and WHSmiths - unless the books belong to the agency-model, in which case they are the same price all over.
There are also plenty of free sites where you can get good books too - manybooks.net, feedbooks.com, baen free library and some of the Smashwords content.
If I wanted to stop using a Kindle and use a different e-ink device then I'm aware that there are ways and means of converting those books - and I'm sure I wouldn't feel bad about it as those books are just for my personal use.
When Kindle for the Web comes along then anyone with a web browser will be able to read Kindle books - so I'm also looking forward to that addition.
My only small niggle with the Kindle is that it would be nice to read epub library books on it
But instead I use audiobooks from the library which is an enjoyable experience.