I've switched from Amazon to Kobo (in terms of a store, I don't use either's devices). I tested last night and I was able to copy epubs purchased from Kobo wherever I wanted. They have all of what you just described.

Like you, I insist on having the ability to archive and backup my media, and the second I learned that Amazon was removing that ability I was done with them.

Also just to echo what others have said, I'm of the belief that once you pay for a book/game/etc... as long as you're the only one using it, the rest is free game. Pirate away after you buy a copy and I don't think there's an ethical problem there.