Re: The problem is...
Amazon may "lock you down" but (a) the Kindle ebooks are frequently cheaper than the ePub equivalents and (b) are frequently the only format available. Add to that the sheer ease of buying Kindle books (one click, and a minute later you start reading it on your Kindle) and it's no wonder that Kindles lead the market.
I have a Sony Reader, a Kobo Touch and a Kindle. I am not just being a Kindle fanboi here. I'd love it if buying books on the Kobo Touch were as easy as it is on the Kindle. (It claims to be, but it isn't really in the same class...)
If you really hate being locked down, I believe that there are ways of stripping the DRM from Kindle books and reading them on other readers. Not that I'd know how to do anything like that, or in any way endorse it, you understand.