I'm just preparing a detailed tutorial about this for the german forum.
Anyway, there are some very simple steps to stop anybody from collecting any data from your Kindle:
- Turn Wifi off and never turn it on again
- Don't use your real name to purchase books, use a new Amazon account for your Kindle
- Keep your books and clippings private
If you can read german (or know how to use Google Translate) you can find some further reading here