I, also, think the samples->full book transition is poor, and the click-chain to delete anything is abysmal. They should really offer you the ability to delete it from any item's menu. These were some my first complaints on getting the book, actually. (Which was posted here
Another major annoyance: it only saves your place in the book if you leave reading the book for the home screen (or other non-book-specific place). If you go to the TOC to look at the chapter list, you lose your place! They should really have some sort of "furthest read" bookmark that's sticky no matter how you read your book.
I've still been really lucky with my case, my Kindle hasn't fallen out yet, not even when I lift it slightly to toggle the wireless switch. And I don't even use Alisa's trick of wrapping the band on the corner of the Kindle.