Diane Duane sells her books directly, as DRM-free epubs [0]. Was quite happy when, a decade after first reading it, I found out So You Want To Be A Wizard wasn't standalone and wanted to continue the series.
Pretty much all paid music downloads are DRM-free now. There is usually a distributor like Bandcamp that takes a cut, but that's because most artists aren't going to host their own payment system and file servers.
Some use this model already, for example Nine Inch Nails and Griz (may be wrong)