Kindle supports a number of formats (though notably not ePub), so if you can buy a DRM-free ebook then you can get it onto your Kindle. There are plenty of stores out there[1] which are happy to sell you such ebooks, as well... though there's certainly some titles which are only available DRM-encumbered.

[1] http://wiki.mobileread.com/wiki/E-book_stores#Dealers_and_Pu...