I think the main reason people use/prefer them is familiarity and availability. There are lots of things that are hard to find in local shops or even other stores online. That's in no small part because of what amazon as done to brick and mortar retail and their online competitors, but I do feel for people who want something but have no idea where they'd even start looking for it except for amazon. The situation is likely to only get worse as search engines grow increasingly less useful.
Even when you want to quit them it can be hard to escape amazon. It's work to try to determine the trustworthiness of random storefronts you've never heard of before entrusting them with your credit card info, and I've even heard stories of people who ordered from other sites, paying more than they would have on amazon, only to get their item in an amazon box.