I have bought only 3 books for my Kindle over Amazon -
I use calibre to convert all kinds of e-book-formats to mobi/azw on Fedora, then a USB-cable to transfer them over (I think WLAN works, too). 3G is never on. Calibre also has a plugin to remove DRM from Amazon-books so that the few ones I bought are actually mine.
You can also install alternative OSes like Duokan for even more control, haven't really tried that out - deinstalled an old version after a short bit of trying when the book was displayed "smudgy".
I use calibre to convert all kinds of e-book-formats to mobi/azw on Fedora, then a USB-cable to transfer them over (I think WLAN works, too). 3G is never on. Calibre also has a plugin to remove DRM from Amazon-books so that the few ones I bought are actually mine.
You can also install alternative OSes like Duokan for even more control, haven't really tried that out - deinstalled an old version after a short bit of trying when the book was displayed "smudgy".