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When reading on my Kindle, I like the typography to look more like a paper book. Thus:
No-indent on the first paragraph of a scene/section. Drop caps for the first letter in a chapter and/or small-caps for the first line of a new scene optional but appreciated.
Succeeding paragraphs indented, with either no obviously noticeable space between them (preferred) or no-indent with obviously full-line height between them (I usually edit this to switch it to the first option if I can). A minor spacer which separates paragraphs without looking like it does is okay, but if it's something like a blatant quarter-to-half line, it makes the text look wonky and subtly grates on my nerves.
Blank space for scene breaks is fine, though for longer works I prefer a more obviously visual separator like asterisks or horizontal rule or a little decorative image, especially for those books which have no chapters, but do have separate scenes and sections containing said scenes.
Chapters start on new pages. Don't have huge side-margins or too-deep text-indent (about the space of 4-6 letters should be it).
For stuff I read on my Mac, paragraphs with no-indent and spaces between seem to work better, if only because I'm used to reading text that way on a computer screen. Though my Kindle preferences apply when I read e-books in the smaller window space of a dedicated reader app like Lucidor or NOOKStudy, possibly because I associate them with book-reading to begin with.
Pet peeves:
Books which have both no space between paragraphs and no-indent, of which several have been recently free via Amazon. Also, books with more than one line-space between paragraphs and very ambiguous scene breaks (unless the story was actually meant to be told continuously).
I assume these are formatting errors caused by incompetence during the conversion process or KindleGen's notorious bugginess with handling CSS.
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