You can spend your "wait time" to good effect by downloading lots of stuff from the BOOKS link on this site!!!

Choose the "mobipocket" format. Put them on your hard disk, till the Kindle arrives. Move them to an SD card or straight to the Kindle. It helps ease the waiting!!
Oh, and read lots of threads here about the Kindle. That way you'll know a great deal about how to use it, before it even arrives.
Verrrry pleased Kindle owner!