I've had my Kindle for less than a week, but I wish the "on" button was on the top instead of at the bottom. The case I use has a slot for accessing the bottom, but it is awkward to reach in and slide the switch.
Coming from a Sony, I'd prefer if the screen either went blank or showed the cover of the current book that I am reading, even if that particular book has only a generic cover.
I haven't done much with it yet and those are the only things that have stood out to me in the past few days.