I was surprised to learn today that many free books, such as those found on Project Gutenberg, can be read on the Amazon Kindle. Open Culture gives a nice step-by-step list of instructions for transferring these e-book files to your Kindle.
Go to http://www.gutenberg.org and search for a book you would like to read.
Once you’ve found a book that you want to download, download it in MOBI format if possible. If no MOBI format exists, then using plain text works as well.
After your download is complete, plug in your Kindle to your computer’s USB port. The Kindle will show up as a USB Drive.