We all know Amazon is the big kahuna out there, that if you want to reach the vast majority of readers, you gotta go there. Its just a necessity. The question, though, is whether it is a necessity to be able to make money. You know, this little thing we call success. That there's this whole group of writers who say you shouldn't worry about. That'd be awesome. Not worrying about money. Seriously though.
This comes from two sources; my success on Drive Thru RPG (nothing crazy, but I am making money from editing and selling pieces on there) and from listening in on a conversation someone near me at my coffee shop had. Yes. I listened in. I write. Occupational hazard. This random person was talking about a book he had wrote, and then his son threw the book up on iTunes for him. To his surprise, it has sold nearly a thousand copies with no marketing or anything.
So, what's this mean? There's other markets out there. Your other market might not be as big as Amazon, but sometimes it makes more sense to be the big fish in a small pond than another of the THOUSAND MILLION BILLION other small fish in the ocean that is Amazon.