As long as the Amazon books are
not Topaz format (and I believe you can tell if they are because Topaz books will not list the number of pages? Am I correct? Someone please help!), and they are
not DRM'ed (Digital Rights Management), you could use Calibre to convert them to epub or pdf for your eReader.
I used Kindle for the iPhone before I got my PRS600, but half of the books I bought are illegible on my eReader because they are in Topaz format, which has not yet been "hacked." There are SO many other places to buy cheap ebooks other than Amazon, try this site for a good start:
http://inkmesh.com/
As far as whether to use the EBL software or Calibre, I use both: calibre to import my books, and keep them in one place, and then I transfer them to EBL. Why? Well,
I use notes and highlights HEAVILY, and so far there is no way to get to those notes from any other software other than EBL (well, except if you use python scripts and work arounds, which are too cumbersome and time-consuming for me). I THINK you also need to use the EBL software if you buy Adobe Digital Rights ebooks, but maybe not. If Calibre did that, I'd happily ditch the EBL crapware, because really, especially for Macs, it is one horrible program.
If you don't need to use notes or highlights, then stick with Calibre. It is an amazing piece of software, and it plays nice with Macs!
good luck, R.