Amazon will remove your ability to download the books you bought

I don't like the "you actually don't own anything" model and try to buy physical media from independent stores.

A few that I frequent (besides local ones) are Powell's for books and The Rewind for movies. Discogs for music. Also, for audiobooks, checkout libro.fm. You can select an indie bookstore and they'll get part of each sale.

Or if you want to be frugal, checkout your local library. Besides tons of books, manga, movies, etc. a lot now have streaming services as part of your library membership.

If I knew you could actually download those, I might have considered buying from them.
I thought it was a web/kindle only thing.