Used to buy from Sony, Fictionwise, Books-onboard, etc, but they've all closed.
I initially decided to split my major purchases between kobo and amazon, as i wanted to support a Canadian business. But i find kobo frustrating. The search function can give mixed results. The storefront software doesn't lend itself to reading reviews very easily. The apps clutter my screen with all kinds of annoying little ribbons and trinkets to congratulate me for reading.
But the biggest issue is that everytime the app software is updated, i have to redownload my books. Plus they make it difficult to locate and the download the backup epub from my laptop. It seems to me that Kobo's agenda is to "rent" books to me, rather than acknowledge that i bought them. That's where my patriotism ends

i now make most purchases from the US amazon store.
I haven't been very familiar with Baen, but have just begun the Liaden series, and am really enjoying it, so will explore more from them.