Because of DRM copyright stuff, im pretty sure its alittle tough to deal with Kindle books (there are ways to deal with it, but you have to jump though a few hoops and use different PC programs to do it (as far as i know)).
Dont have alot of experience with eBook readers, tested out a bunch ((PocketBook, Aldiko, FBReade, Moonreader, Mantano, Ebook Droid) like PocketBook the best for my needs), most will let you browse your drive, so if you set up a 'Book' folder and then categorize a bunch of folders inside of that folder and just browse your stuff that way. Most of the readers i played with have a "recent" tab so its easy to jump back into a book you just started and not have to drive down through folders and find it. Some readers let you 'tag' a book and you can then in-turn use the 'tags' to categorize.
Just some thoughts.