You can download Amazon.com financials here:
They had just over $8 billion in gross sales last year (2007). I'm not sure what their average order value is but some say it's around $54.
Using that data they do roughly 400,000 orders a day. That number's probably a little high, because I'm sure Amazon's other service offerings are included in their gross sales numbers. It's probably closer to 250-300k orders a day.
Still, it's a LOT.