You don't really seem to have understood the concept of Amazon. Amazon is like a huge online market place. Amazon itself offers many, many products, but the bulk of it is made up of independent stores who use Amazon as a platform to offer their products.
Amazon itself often has quite steep prices on their products, but they offer a very reliable service, and as you said, you can often buy things that are either delivered the very same day (unless you're living somewhere in Lower Bumblefuck where nobody delivers anything) or in the mail the next morning.
However, you can also buy other offers, the prices of which can be dramatically cheaper than the Amazon.com offer. These products are often on the other side of the world, so you will have to wait a couple of days for your delivery.
To see what I mean, click
this link. You will see Amazon's offer for
The Number Of The Beast, which is priced at $9.97. However, you can also click on the link called "used & new", which displays a good number of offers from other sellers. The number one offer is from a guy in California who sells it for $7.73 (plus shipping), so you are best advised to buy this product instead of the one Amazon is offering (you will only save a few cents here, but hey, a penny saved...).
To give you a more dramatic example, I just ordered a DVD which, on Amazon, cost €20. However, I bought it from a seller in Scotland, who offered it for €6,31 (plus €3 shipping).
Since currently, the Dollar is so weak compared to the Euro, you will usually find the cheapest offers in the US (again, talking to Euro-zoners here), even with shipping. It takes a couple of days to deliver (usually around three or four), but it's well worth the money saved.
I'll stop my shameless Amazon advertising now.