Thank you both for responding to my call. This confirms what I have glanced in other threads and forums yesterday, ie. that the Kindle is a sad, sad reader. The screen is indeed somewhat cool, but that's it. No native ePub support and no OPDS connectivity, plus the habit of displaying shameless ads at every possible occasion makes it really annoying. Too bad that such a nice hardware comes with this kind of locked software. Life, I guess.
I would prefer avoid soldering anything, hence I understand I must try to enjoy it as it is.
About Calibre: I am not a huge fan of it (even though I can only agree it is a nice software), I use my own cataloging software instead, much lighter, and much more "to the point" IMHO (at least regarding my own needs):
http://elibsrv.sourceforge.net
The solution I imagined is that I will add an epub->mobi 'on the fly' converter to elibsrv, so I will be able to download all my ebooks in both formats. Kindle provides a 'kindlegen' (proprietary, of course!) command line tool that works well on Linux, so I will make elibsrv hook on it, and convert ePub files to mobi on demand.
That's it I guess, there's probably no better solution. Thank you all!