Starting with Book 2 of Chronicles, the majority of my books will be on sale from me and not Amazon.
I can hear the arguments already, so let me give you the answers to your questions.
Coverage:- Certainly I may lose a lot of coverage and sales opportunities doing it alone. On the other hand; while Amazon is a huge marketplace, writers are a small part of it and as I see it, my chance of getting a sale is next to nil- verdict - nothing to lose. If you go to a market for eggs, would you expect to buy apples, likewise if you go to Amazon; if you go to the site there is a minute chance of getting a book from my page.
Sales:- In this area I can fare no worse than on Amazon, and may do better and sooner. The answer here lies with the fact that they won't pay out until I get to $10 for on line transfer or $100 for a cheque; after 18 months, I have not made $5 in sales and have not received a dime for the 30+ books sold, as I am forced to give books away to try and get sales.
The sales chart are the only thing I would miss, they did give me a high if I had a sale, but I still never saw a dime for the sale. Buying from me, you know I get the money not Amazon.