Once the Kindle is hacked, you can do all kinds of cool stuff to the OS, perhaps blacklist the WiFi driver. Or search for the BBB (Block Big Brother) Firewall hack for Kindle. Replacing iptables with expanded modules allows you to be fairly sure Amazon isn't being extra-sneaky, even if you don't trust the GUI. And I challenge your fingers to mess up enough to circumvent the firewalling of every Amazon server.
That being said, I am not paranoid and none of this is necessary.