Let’s flip the OP around for a moment.
What DON’T I buy from Amazon.
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Groceries in the main. Costco, Trader Joe’s, Kroger is the vast majority of my food purchases, along with an occasional trip to the Asian market. Foodwise, I buy a few premium / rare foods that I have a hard time finding otherwise, normally certain hot sauces and a few items that are only sold in small lots in stores (flax seed mostly).
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Clothes, some. I generally get quite a lot from Costco, but anything that’s directly up against my skin I often want to be able to feel the fabric on. So I may buy sock and underwear locally, along with shirts, on whatever deep sale I can find. If I find something I like a lot, I’ll order from them directly online, or from Amazon if there’s no noticeable markup.
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Bulky goods - bulk Toilet paper, paper towels, etc. Costco does just fine for this. I’ve also noticed that a number of bulky items with low profit are not really discounted in any way. My picky cat will only eat one brand of kibble, and the amazon price is the same as the store price, but the store sends me 10-20% off coupons at least once a month. Although if I was older and had problems moving, the delivery would change the numbers on this choice.
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Stuff that’s being price gouged on Amazon - this was a bigger issue during COVID, where there were things I’d normally order, but people were price-fixing the hell out of them due to perceived or created scarcity. For example, for some reason Vanilla Nitro Pepsi isn’t available, despite being in the stores (admittedly with variable availability). In stores, $5.99 a four pack. Online? 2-3 times that when available. SIDE - the base flavor is unfavorable, but the Vanilla works well, and it’s good to have for my friends visiting from low altitude taking anti-altitude meds which ruins any conventionally carbonated beverages for them.
Otherwise, most of the time, I might check out something I need via in person shopping (cookware, small appliance, etc) to make sure it feels solid, or at least, not so fragile I’ll be replacing it every few months. Then I’ll check the prices on Amazon immediately via smartphone. If price equivalent, I’ll buy right then in person. If Amazon is cheaper, I’ll ask the retailer to price match (many will) and STILL buy it locally. If Amazon is cheaper and there’s no match, it’ll vary depending on immediacy of need and difference in cost.
But overall, in my area at least, it’s not taking business from a small retailer to support amazon, it’s between Amazon and some huge national chain. But for things I’m buying from small business? I can certainly buy my gaming supplies (TT-RPG) and occasional graphic novels from Amazon, but those I buy from the small stores where people are gaming in the back, because the experience of being able to go in and flip through the pages, share stories with like minded folk, and the sense of community trump the cost in those cases.
I’ll even let them order stuff for me and wait for it to be shipped if it isn’t something they have in stock at the moment. Only if they can’t, then do I order directly.
YMMV.