I suggest that you use the (sadly command line, but a .bat file isn't hard) KindleGen program from Amazon, along with the Kindle Preview application.
http://www.amazon.com/gp/feature.htm...cId=1000234621
You'll find it a lot quicker than going through Mobipocket Creator and transferring to the kindle each time. And it's easier to tweak things.
You can add a Table of Contents link, and a start of text link, and identify the cover. But other items aren't added to the Go To menu. You can, of course, have hyperlinks in the Table of Contents to a List of Figures and a List of Tables.
You can use Calibre to convert your Kindle file to other formats, or, with a little tweaking and some inconsistency in formatting, use the same source for an ePub.