Within the Kindle store, there's stuff like The Art of War (which is a worthwhile read, if only to get cultural references) and The Federalist Papers for free. Most of the classics have a free version avalible, but it can be hard to sort through the junk with public domain books.
Look at Project Gutenberg for a ton of free books. Again, mostly going to be older stuff, because of copyright laws. The Gutenberg Self-publishing site can also be interesting. There's a lot of junk, but if you are into poetry and experimental fiction, you can find some gems. Besides these, most of what I've found for free has either been crap pulp style, Wal-Mart romances, or erotica.
If you're willing to pay, the best book I've read is One Hundred Years of Solitude, though it looks like a Kindle version will run you close to $30.