Same here, of course amazon doesn't always have the lowest price, but I'd be insane to always buy from (and register at) the store that currently does. For me there's much more value in knowing that the item will arrive tomorrow.
And the money you save by buying from randomstore247.com is offset by how much you stand to lose (in either money or time) when randomstore247.com has a breech and your card number had been stored in the clear. It's easier to trust Amazon than to trust 100 other stores.
That's not my main worry. I had my credit card compromised in the Home Depot thing. The bank sent me a new card and auto-canceled my old one. Someone used the number, but they automatically reverted the charge. It cost me approximately zero seconds of time (but seems to have cost the bank quite a bit of money). Credit card fraud is the bank's problem, not the consumer's problem, at least in the US. (God help you if you use a debit card, though.)
My main worry is time wasted from ordering something and having it not show up. You have to email them. You have to listen to how sorry they are. Then they send it again. Maybe it shows up. At some point you cut your losses and just order it from Amazon for $2.13 more. Admittedly I've gone through the order anti-loop with Amazon and got four bicycle tires for free (never getting the ones I actually ordered), but that was one case out of hundreds, and it didn't cost me much money or time. Amazon is predictable: that's why I buy from them.