I'm just about finished with Charles Stross's The Atrocity Archives (I bought it two years ago, started reading it and then lost it, and just found it again recently.) I know about his other stuff combining James Bond-style spy tropes and the Cthulhu Mythos, and I need to get it. I like his writing, and when I read it I just get a big kick out of remembering that it's the same guy who created the Death Knight, Githyanki, Githzerai, and the Slaadi!
I bought Delta Green: Denied to the Enemy and Delta Green: Through a Glass, Darkly for my Kindle a few months ago. I finished "Darkly" and liked it, (and was quite shocked at some of the things revealed in it, not having read any Delta Green material beyond the rulebooks) and have only gotten a few chapters into "Denied."
I'm still not that comfortable reading on my Kindle yet, though; I love it and think it's a rad device, but there's still something inside me that wants a real book in my hands when I read. So I usually only read the (many) books on my Kindle when I take it along with me for the wait at the doctor's office or the like. Every so often while I'm laying in bed I get it out and do some reading on it to force myself to get more accustomed to it. I have several dozen books on it: two different versions of the complete works of Lovecraft, an Arther Machen collection, The King in Yellow, Move Under Ground, two different translations of the Elder Edda, Beowulf, The Divine Comedy, Frankenstein, Dracula, and all the other Public Domain stuff I could find. Slowly but surely I'll work my way through them and get used to reading on an e-book reader; I'm not going to stop til I'm accustomed to using my Star Trek PADD book machine.
