For movies the only viable option I haveis the grey area of buying the physical media and strip the DRM for your personal use.
Baen and Tor publish all their books without DRM, on whatever platform you care to buy them on. Baen has their own ebook shop where you can frequently get good deals on bundles.
Music is easy to buy DRM free.
Movies and TV shows... not so much.
I use amazon to buy DRM-free music, and I also buy used CDs on ebay.