The Guardian has an excellent article rounding up all the sites, authors, and publishing groups boycotting Amazon in one form or another. Some remove all links to Amazon; others encourage readers to buy books from elsewhere.
It's this last tactic, encouraged by John Scalzi, which I think will be the most helpful. Instead of limiting actions (boycott), be active in a new direction (buy a Macmillan book from somewhere other than Amazon).
That helps authors, rather than just hurting Amazon.
So here's a few other places to shop for books online:
The Checklist Manifesto (Barnes and Noble)
Wolf Hall (Powell's Books)
Night (Indiebound)
Or go over to Books-A-Million, which as of 9:30 on Friday morning, is sporting all Macmillan titles on its front page — not only a savvy business move, but also a slap in the face to Amazon.