Amazon has opened their Xbox LIVE store which will allow you to purchase Arcade titles directly from Amazon. In addition, you can also purchase points (good for Marketplace content) and subscriptions as well. The cool thinks about this is that you can use the Xbox LIVE Amazon Xbox LIVE store to purchase Arcade games and Microsoft points to send as gifts. Once you make your Amazon purchase, you’ll get a code that you can enter on your console or directly on Xbox.com to get your purchased item(s).
Edit: It is currently US only.