Kindle DX Graphite

This top tip and walkthrough comes from the MobileRead wiki (sadly the GUI is Windows-only, although with some fiddling the underlying scripts will run on any OS):

Have you purchased downloaded a freebie ebook from a retailer other than the Amazon Kindle store? Would you like to be able to sync that DRM-free ebook among your Kindles and Kindle for PC (K4PC)? If that same book is also sold at Amazon and has an ASIN number (eBook or pBook), we have a little trick using the Mobi2Mobi GUI to help you get your sync only works for syncing to the furthest page read (no bookmarks, notes or highlights will sync).

Full instructions here.