I'm now reading my first book across two devices: Stephen King's sports novella, Blockade Billy. Although so far the story's about quirky baseball players in the 1950's, I can feel the creepiness and scares slowly settling in. Something Stephen King-ish is gonna happen soon! In any event, I started this on my iPad- using Amazon's Kindle app- then continued it on my Kindle. Later today, I'll pick things up back on the iPad.
Amazon's Whispersync process works great... whatever device you start reading on will ask you if you want to jump ahead to the furthest point you've already reached on the other device. It's really seamless, allowing you to concentrate on the story and not the technology. If you have more than one device that can access Kindle books, give it a shot!