Although app developers may be able to build such applications and might even be able to get it past Apple and get it in the AppStore, Apple is not letting developers access any functionality of iTunes.
That means if Amazon built an application that would let you purchase music through the Amazon store right off of your phone you wouldn’t be able to sync those songs back to iTunes.
So unless some creative developer comes up with some way of letting users get songs purchased on the iPhone back to their computers it may be a useless effort.
I really hope that Apple, in time, opens up the SDK a little bit more and allows developers to be a little bit more creative and do some of the things that developers would love to be able to do. Its easier for Apple to release the SDK with less functionality and add some later than it would be for them to release it with tons of functionality and limit it later on.