until recently, I have to admit that I didn't put much thought into where I bought books, but now that I'm more involved with the publishing industry, I have a better understanding of what's at stake.
if you want to support your favourite small press, or your favourite author, you should try to buy their book directly from the publisher. for example, if you were to buy my Augmented Reality book from the Pragmatic Bookshelf site, both the publisher and the authors would get a larger percentage of the sale than they would if you had purchased the book from a large online retailer. this isn't always the case, but quite often it makes a huge difference to the publisher.
now, I'm not suggesting that anyone should stop buying from the big retailers. I'm sure that most of my books will still come from sites such as Chapters and Amazon. however, when I'm not looking for a bestseller, I'll make more of an effort to see if I can help support a small press or a promising author.