So far, I've bought books from my computer and downloaded them to the kindle wirelessly. I've also downloaded a few samples of genealogy books to see which ones I might like to buy.
Most books come with a cover image and a full table of contents/chapter table. You can click on a chapter and be taken to that section of the book. Done reading? The kindle remembers where you left off and will take you right back to your place when you're ready to read again. The kindle also features an experimental web browser. If there is a url in your book, you can click on it and be taken right to that webpage!
There are a few easter eggs as well. Minesweeper anyone?