For example, http://pulleyapp.com/ is $6 a month. That's it. You can price your ebook whatever you want. You don't have to give another company a cut of each purchase.
There's also http://www.shopify.com/
There are open source solutions like http://wordpress.org/extend/plugins/easy-digital-downloads/
The architecture of the internet is actually outdated. I mean, it may take a few years for people to realize this, but the fact that we have to go to a specific web domain, which is tied to specific hardware or private network, in order to search for things like Kindle books (or Google for practically everything else), is creating monopolies that aren't beneficial to consumers or retailers.
What we want is a content-centric internet that works more like peer-to-peer networking. Wikipedia has one variation of the idea http://en.wikipedia.org/wiki/Content-centric_networking
Usually people dismiss that idea out of hand in the context of e-commerce because they don't understand how peer-to-peer networking can be secure or private. But in fact it can be, it has to be, and it will be. Its going to take everyone a little while to figure that out though.
TLDR; Humans are good at following leaders and complaining about results rather than working together and leading themselves.
(Presidential elections are a perfect example of this)
A large portion of applications on the Mac App store were and are available directly from the creators, but plenty of authors elected for a presence there. More independent models, such as Cydia and Ubuntu Software Center still take a cut of sales.
Review sites might be one way around the issue-- say, if it was possible to browse GoodReads and every book you were interested in had a link to whatever distribution method the author chose. But then, if GoodReads was the go to site for books, it might start charging a cut too, or prioritizing sponsored links.