The included 
Oxford Dictionary of English on the Kindle is fine.  But I would love to get the full 
Oxford English Dictionary (you know, that 20+ volume monstrosity with the whole history of the English language) in epub/kindle format.  Or failing that due to the obvious file size issues, at least the 2 volume 
Shorter Oxford English Dictionary, 6th ed., which I have in paper and supposedly has 1/3 of the entries in the full OED, as well as all words after 1700, and all words from Shakespeare or the KJV Bible that were pre-1700.  
This screen shot of an entry from the OED online (which I can access via my public library membership) gives just a small taste of why the OED is so awesome.  I love the historical citations showing a word's history and usage:
How awesome would it be to have at least the Shorter OED available to you as a dictionary in Kindle?  

   If somebody knows something I don't, and there's a legit copy of either of these dictionaries out there for sale, please, let me in on the secret.