I've just answered a question on MO by introducing a book. I was about to hyperlink the book to a particular bookseller then suddenly I doubted if it is all right to do so. Is it?
I think having a hyperlink to a bookseller can be quite useful for the reader, and that's all that matters.
I'm not a member of this community, so I'm going to throw this out as a suggestion and see how many votes it gets.
Consider linking to isbn.nu, which queries a number of online booksellers and shows prices for all of them. (My current reading.) This is always my own choice these days, on Stack Exchange or elsewhere.
Be aware that links to Amazon have the possibility of raising money for Stack Exchange. Whether you think that’s a point against them or a point in their favour is up to you.
To me it depends why the link is put in place.
Sometimes sites of booksellers contain relevant information such as reviews, excerpts and so on. If the point of the link is to link to this/some information I certainly see no problem.
Sometimes it might be unclear where or how to get a particular book. In that case to point out that/where it is available I think can be helpful and useful. For example, some days ago I mentioned the bookstore of the SMF (the French Mathematical Society) in a comment, since somebody asked for an article that appeared in an Astérisque volume and I thought they might not be aware this is relatively easy and non-espensive to obtain (as opposed to some back-volume of some journal, in general), so I mentioned it.
To just link to some particular bookseller, without clear motivation, especially when there are (clearly) multiple essentially equivalent ones, feels a bit different. I have no big problem with it, but still would prefer it was avoided.
I would link to some standard place like amazon where you can read the review and see the price without any hesitation whatsoever. Linking to some obscure bookseller, indeed, makes an impression that there is a reason for the choice (which may be the case, for instance, if the book is either available nowhere else or is much cheaper there). Anyway, the only thing I would avoid in the public domain is a direct link to a pirate site (because such a link does disservice to everybody involved). ;)