Well they are currently the number 1 recommended boycott on Ethical Consumer's list, mainly due to tax evasion although they are also really badly rated for unsafe working practices (mainly outside the UK and in the supply chain), poor environmental reporting and policies and more - see here for more details. www.ethicalconsumer.org/ethicalcampaigns/boycott-amazon
So yes, they are pretty unethical, probably one of the first companies to stop using or reduce if you want to be more ethical in your purchases overall. I also generally really dislike their ubiquity (although admittedly they can't be beaten for how easy their site is to use) and enormous market share - it's good to have a bit of competition and choice I think!
I completely stopped using amazon 18 months ago now and have found it surprisingly easy actually. I bought loads of different things from them whilst I was using them (books, electronics, toys, animal feed and bedding, household supplies, outdoor/camping/gardening stuff...), purely for how easy it is to find what you want on amazon and guaranteed quick delivery. I've replaced it with a number of different methods, for nearly everything you can buy on amazon there is an alternative online retailer easily found via google. For books I use World of Books and ebooks.com, for electronics I shop around but find ebuyers generally good, for pet stuff zooplus, I buy quite a bit for the house and toys etc second hand on ebay now, household supplies and health/beauty products I use ethical supermarket (before anyone says anything I know some of these companies aren't ethically perfect either but better than amazon!). Delivery can be slower from these places than amazon and/or they have minimum order values of £20 or £50 or whatever, but it works OK for us as I try to be organised and buy large quantities of non perishables in bulk rather than having lots of smaller deliveries.
I also try where possible to browse local charity shops for clothes, books, toys etc which of course is more ethical than buying online on a number of levels and you can pick up the odd super bargain (although obviously it takes much more time than just clicking on what you want and having it brought to your door from an online store). I have also made an effort to support some local small businesses a bit more for purchases I might previously have lazily made on amazon, e.g. maintenance/DIY supplies from our high street ironmongers/hardware shop who has been virtually put out of business by amazon and the like - tbf you do pay a bit more for the 'bricks and mortar' experience but the man who runs the shop gives much better help and advice than amazon ever could!
Overall I don't think I've either spent or saved more by giving up amazon (savings in some areas overtaken by spending a little more in others, e.g. delivery charges are often a bit higher than amazon although not too bad compared to paying for Prime), I have probably been encouraged to shop around and compare prices/brands/quality a little more than in my amazon days. The main con/regret I have that makes me wish to have amazon back is prime free next day delivery, so good for those panic times when you realise you've forgotten a birthday party next day or need some obscure ingredient for a dish or piece of camping equipment for a trip tomorrow, some sites do offer next day delivery but at a massive price, so I usually end up having to make a special trip out to an actual shop (shudder!) for those items, but at least it teaches me to be organised!
It would be great if this thread could become a place for recommendations for amazon alternatives!