A lot of this applies to people reviewing books on their blogs, too, but I'll not mention them down in the post.
I'll jump right in and start with one underlying fact people need to be aware of. Simplifying things a bit, you could say there are two major ebook formats: epub and Amazon's format. Amazon's format cannot be read on epub readers (that is, all current ones that aren't a Kindle), epub cannot be read on the Kindle.
Therefore, if you announce an ebook "available at Amazon" only, you are telling anybody who owns a Nook, or a Kobo reader, or a reader produced by Sony, Pocketbook, Hanvon, and so on, that they can't get your book, or at least can't get your book without having to jump through hoops.
Do you really want to tell someone who's interested in your books, "Your money is not good enough for me if you don't have a Kindle"?
Speaking as owner of an epub-reader, that's what you are doing when you link to Amazon only. And I've seen that a lot recently. I'd see an author or contributor blog about a book, or I see someone recommend a book on Twitter, including only an Amazon link - I'll even grant you using an Amazon link on Twitter, considering the character limit. If the book sounds interesting, I'll go and look it up on the author's (or in one case small publisher's) website, and there'll be also only a link to Amazon, or possibly Amazon and Barnes & Noble. The latter does not do most people any good, because B&N only sells to you if you are in the USA.
I don't know what's more frustrating: Cases where the books are really only available there, or cases where if I decide to search for it myself I can find the book in a channel I can buy from. Not including a link in the latter case seems just so very short-sighted from the author or publisher - of 10 people who want their ebooks in epub format, how many do you think will not go to that trouble?
Ebook shops with relatively few barriers are Smashwords and Kobobooks, so if your books are available there, please do link to them from a book's site. If they aren't, please consider how non-Kindle owners outside the USA can buy them.
Smashwords has no geographic restrictions at all, accept Paypal and are thus usable by people who have an account there, but not credit card, which for example described me until recently. In addition they offer books in various formats - unless the author/publisher disabled it, you can download epub now, a Kindle-compatible format down the line if you decide to switch. Plus, they don't use DRM on which a format conversion tool would choke on.
Kobobooks sells epub format, and applies georestrictions only on a per-book basis, rather than going the route most ebook shops take and only sell within the country they're based in.
Yes, technically I guess it's not all that difficult to buy books for Kindle, remove the DRM, and convert them to epub, but I don't want to support Amazon's attempts at building a monopoly. For reasons why a monopoly would be a bad idea, see for example KDP Select and a Not-So-Speculative Jaunt into Ebook Hell by Frida Fantastic.
Can you recommend other sellers open to people who don't have a Kindle and don't live in the USA? Do you have trouble with Smashwords or Kobobooks in your part of the world?