I do for many things. It's just convenient and their logistics muscle at this point is wild.
That said, I will go to first party online stores for things like hardware most times. It's often just cheaper and delivery is about the same.
An interesting observation: Back when I lived somewhere else there was a local alternative, because it was a country far enough out of the way that Amazon didn't directly support it, and it's interesting that the local alternative wasn't meaningfully worse at the logistics or availability. Amazon's existence does, in fact, heavily suppress competition. You don't need to be as big as they are to do what they do, it's just impossible to do it if they're already there.