there is always self-publishing, via your own website or through sites like
smashwords (paid or free content) and
feedbooks (currently free only but paid is planned, i believe).
i think it's possible to get distribution via fictionwise for independent authors but i am not sure how that works ; i'm sure some more knowledgeable people will be able to answer that question.
mobipocket gives you access to their partner sites but if i understand correctly they also impose their drm scheme (which is costly). and depending on which audience you want to reach, it's not the optimal format. in europe epub is rapidly gaining predominance, so to ensure you can be read by everyone you should make both formats available.