One of the perks of having a dedicated eReader is the sheer number of free ebooks available. You don't have to be stuck with the classics - many modern authors make some or all of their books available for free as promotional tools for their print books.
Here are a few I found recently:
Machine of Death - a short story anthology inspired by a specific Dinosaur Comic. The premise is that someone's invented a machine that predicts how you're going to die, accurately, and it's about the consequences of that machine.
The Morrow Project - 4 short stories, sponsored by Intel. Did you know that there's a job called "Futurist"? Anyway, as you can imagine, these short stories are sci-fi and how the future will affect us.
In Praise of Copying, by Marcus Boon - This book explores what copying/copyright means in our modern society. It's a non-fiction, intellectual exercise exploring art, commerce, creativity, etc. Very thought-provoking.
Little Brother, by Cory Doctorow - Young adult fiction. It's very contemporary, and about a 15-year-old caught in the wrong place when a terrorist attack breaks out.
Transcendence, by Christopher McKitterick - science fiction, I think, but I don't know too much about it.