If you are concerned, there is no need to turn on the WiFi once the device has been registered.
I have a Kindle 3, which never connects to Amazon. I side-load all ebooks from a Windows PC (via Calibre). If you add the 3rd party DRM-stripping plugins to Calibre, this has the side effect of keeping a device independent backup copy of all ebooks on your PC.
With this approach, you do give up access to Amazon's cloud storage for ebooks from your Kindle. All ebooks are on your PC, and all or a subset are on your Kindle.