I would prefer to buy directly from the author -- just like I prefer to buy produce directly from the farmer. All the profit goes to the producer. But not every author wants to create/support their own web store, or to pay someone to set it up and keep it current.
That said, I've bought books from several SF authors who sell online. (And I'm including Jeffrey Carver's tip jar in this group.) And I've bought e-books from:
- Baen
- Fictionwise
- Harper-Collins
- Amazon
I've shopped at Harlequin and BooksOnBoard, but have not purchased anything at either site, yet. (I did accept the 16 free books from Harlequin earlier this month, though.
Feedbooks seems to be setting up all the infrastructure to support authors, though there's no store there yet. You might ask Hadrien what his plans might be.