From Amazone Kindle site and
License Agreement and Terms of Use, you are not allowed to download or navigate elsewhere than at Amazon. They can lock it or charge it at any time. Wifi and 3G are included only for their business, not your comfort. Their economic model is copied from printers one : cheap device but jailed to expensive usage (or time consuming for format convertion and USB uploads). So the connectivity capabilities of Amazon devices is only an advantage if you buy their ebooks.
Other readers, like the ones of Bookeen, offer free and open navigation, like all manufacturers that do not sell ebooks.