I did the math last year, and with the discount on things I buy from Amazon cancelling Prime would cost me hundreds of dollars per year. So for me, cancelling Prime wouldn't send the signal that I'd want it to. As far as not purchasing from Amazon to being with, nobody else is even close, sadly.
The prime discounts are fake. Cost compare to Walmart. Their shipping is also free and fast. I hate Walmart, but I hate them slightly less than Amazon.
I have tried that in the recent past and not found that to be the case. There were no obvious wins in the things I get regularly, and quite a lot of things I get on Amazon just aren't available on Walmart, or if they are they are quite hard to find. For example, a recent purchase of "Fresh Roast" decaf whole bean coffee is over 10% more expensive on Walmart ($27.95 vs $24.25). A Milwaukee track saw blade is $58 vs $37.
As you say, not that Walmart is better than Amazon, but it would be nice to have some more competition to Amazon.