If you are already using Calibre, it's not hard to protect yourself from Amazon. I have a Kindle PaperWhite that's about ~3 years old and it only connected to the Internet once during initial setup. I've put it in flight mode after that and it will never go online again.

As for books, when I buy them on Amazon I select "transfer via USB" which let's me download it and when I add it to Calibre, the DRM is stripped by DEDRM_tools [1][2] before transfering into the Kindle.

[1] https://github.com/apprenticeharper/DeDRM_tools

[2] Note that the tool only removes the DRM, it doesn't anonymise the file. It's still associated with your account.