It would make me feel a little self conscious too, but that's me. I care too much about what people think.
I would NOT leave a note or anything. I think the best strategy is to not answer the door when she comes, she will just leave the packages right? If she does say anything else, I think lightheartedness is your best bet. Something like, "
Amazon has the best prices and as a bonus, I don't have to drive to the store, plus I keep you in business!"
I get annoyed at things like this because I am not a "small talk" person. I was checking out at the supermarket once and I needed an expensive ingredient to make a holiday dessert. The cashier commented on how expensive it was and even said something to the bagger like, "can you believe this is $4.99?????" Then she kept saying things like, "geesh that's pricey." She would not let up and I was so embarrassed and she made me feel so ashamed. I kept saying things like, "well, my SIL really likes this special dessert and she is hosting Thanksgiving so I am making it as a treat." I am just NOT one for small talk.