Should I inform students that there are cheaper alternatives to the on-campus book store? The bookstore at my American university is an outpost of Barnes and Noble, charges much higher prices than can be found on Amazon, and in my opinion offers very poor service. Among other things that upset me, they prohibit students from browsing the stacks of textbooks -- instead you are supposed to tell the staff what you want, so they can retrieve it for you. 

I prefer to mass e-mail my students in advance of the course and urge them to buy their books for my class at Amazon, used if at all possible.

Is there anything unethical, or that could possibly get me into trouble, about this?
Politically? 

Sure, but there is always a chance that you will step on someone's toes if you do anything. I fully agree with Nicholas that you have subtle ways to do it.

Ethically?  

In the given situation the bookstore is a for-profit entity that gives below-average service to your students on an above-average price. Whatever approach you use to define the main mission of a university, it should include a good and fair service to your students for their 10-20-30 k$/year they pay. So I would say it is unethical to not tell them that they are not obligated to use a sub-par money-sucker service, and they are free to buy from internet, e.g. Amazon. If anyone is unethical in this situation, it is the person who is supervising the B&amp;N shop's license to run at your university. But it is again a politically sensitive issue.