Other online ebook stores don't all send you an e-mail link, but I suspect they will all require an e-mail address and some other personal information when you sign on. I am registered on several of them and as far as I can remember, they all asked for my e-mail. As does any forum or online shop I would say. If I have doubts as to the trustworthiness of the site, I do a Google search on the site to see it if there are any complaints about it. If I still don't trust them but want to sign in anyway, I use a special e-mail address I have set up for this kind of use and that I almost never check.
[Edit: of course, if I have doubts as to the trustworthiness of a commercial site, I just don't buy from them
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One thing that more and more ebook stores will ask from you is a postal address, because some books come with geographical restrictions, and you can't buy them if you're not in the country they are for (usually, the U.S.). Others don't ask for your address but guess which country you're in from your credit card or from your IP address.