In the US, There are now many different wall switches that will work with Alexa, whether you have SmartThings or not.
In general, Wi-Fi switches will be able to work directly with echo.
Switches that use Z wave, zigbee, or one of the proprietary protocols like Lutron will have to have an additional hub/Controller to work with echo. SmartThings can give you echo integration with Z wave or zigbee devices.
Like a lot of electronics, switches tend to fall into good/better/best categories, and the exact switches you will choose depend on your own personal needs and preferences, including your budget.
The following FAQ discusses various features that switches might have and why you might care about one or another. The light switch discussion starts around post 40:
Harmony is likely to be irrelevant to your switch selection. Although you can add some light switches to some harmony activities, it’s not usually the way you’ll control them if you are using echo. Instead, you will either use the native integration for a particular switch brand, or again you would use a hub like SmartThings. Harmony is very helpful for echo control of audio/video devices, particularly home theater equipment, but not so much for lights.