Yep, that's the downside right there, you're limited to Amazon. I've come to think it's just a matter of consumer education. I have many, many friends with the Kindle Fire, and I've found that none of them realize that with a standard Android tablet, you can buy and read Kindle ebooks, Nookbooks, Google books, to name the three largest. I have access to everything save iBooks.
Which brings to my big Apple gripe. iPad has Kindle and Nook support as well, but no purchasing within the apps. It's severely crippled.
You can load books available from such places as guttenburg.org and many videos on to the kindle fire via USB cable. Piece of cake