Thanks for all of your responses, guys. You've made it seem much less daunting to try to choose what to read pre-emptively. I never knew that you could access Dropbox through the Kindle's browser, and nor did I think of dumping my Calibre library into it - very cool, and I'll have to keep it in mind.
As far as using the Cloud for remote storage - it's a good idea in theory, but it would only end up frustrating me.
About a quarter of my books are from Amazon themselves, and I'm a big series person, so I've grabbed book 2 and book 7 (for instance) from Amazon, because other stores have had them cheaper.
I think I'll do as Katsunami does and load a few series onto my Kindle and 10 - 15 "regular" novels at a time. I'm sure that once I'm used to it, it won't bother me as much. The next step is to afford the Kindle.