Nah shop Amazon when it costs them money. As in, you know you are buying at or below cost.
I just bought a few things from Amazon, cheaper than any competition to begin with, but also used the last of my Amazon rewards balance.
Then put everything on a 0% interest offer and religiously pay the minimum until the last bill, and pay it all off then. Just don't forget.
Use them when it benefits you significantly more than it benefits them.
I have been buying a hell of a lot more stuff on eBay, Newegg, B&H, etc lately. And most of the cheap consumer junk that I would buy on Amazon is even cheaper on AliExpress if I'm willing to wait a little longer.
I was kinda pissed when I bought a reasonably priced commodity on eBay and it was delivered in Amazon packaging by an Amazon truck, though.