There are lots of alternatives for each category of products - Zappos for shoes/clothes, Mouser for electrical components, etc. though there is no one competitor to Amazon that is as comprehensive as it is.
Edit: Turns out Zappos is owned by Amazon. But my point still stands if we replace it with something else.
Mouser / digikey generally have inflated prices, and shipping on top of the order. I only go there for specific components, for day-to-day components Amazon is just fine.
Edit: Turns out Zappos is owned by Amazon. But my point still stands if we replace it with something else.