I REALLY don’t agree with giving Amazon money (ethically) but I am a hypocrite and end up buying a lot of ebooks and audiobooks from them, I do my best to back up the files using calibre but I‘m sure they could lock down devices / files using DRM and their latest DRM incarnation is very hard to remove. I try to buy DRM-free ebooks and audiobooks whenever possible but I think mostly due to market domination authors and publishers end up at least mostly exclusively providing content via Amazon.

If you are already using Calibre, it's not hard to protect yourself from Amazon. I have a Kindle PaperWhite that's about ~3 years old and it only connected to the Internet once during initial setup. I've put it in flight mode after that and it will never go online again.

As for books, when I buy them on Amazon I select "transfer via USB" which let's me download it and when I add it to Calibre, the DRM is stripped by DEDRM_tools [1][2] before transfering into the Kindle.

[1] https://github.com/apprenticeharper/DeDRM_tools

[2] Note that the tool only removes the DRM, it doesn't anonymise the file. It's still associated with your account.