I don't have one, but I have tried out my MIL's and I don't like it.
Several reasons really, but mainly, the way the screen looks as it changes pages. I'd prefer if it looked as if a page was being turned, rather than flashing up and down again.
I'd also be worried I'd drop a kindle into the bath or get sand in it or get it dirty - not an issue with a real book!
I also just love the whole history behind an actual book, the way you can pass them on to friends/family, the way you can tell someone's favourite book as it's the most worn on the shelf, the way you know tens of people may have read that copy before you (if you buy 2nd hand or use the library), and I love the dedications you sometimes find on the title page if the book has been a gift.
The only positive about a kindle for me is reading in bed whilst lying down - no aching arm/neck/wonky glasses from trying to get your book at the right angle!!!