Go to your account and sign in. Under 'digital content' you'll see a link to 'your collection'. It pretty much has any book (whether e- or p-), video, mp3 or periodical you ever purchased as well as software or video games. If you narrow it to 'kindle books' you can sort it various ways and search for specific books and then give them star ratings. You can also enter notes if you want about the book or tag them for you own use.
OH! Thank you!! I'd never noticed that before. (Obviously.

) Love the 'covers' view.
I have been to the kindle.amazon site, and am quite amused that it catches the star ratings given on the kindle itself (as does the 'your collection,' I see now), but have a hard time making it believe me sometimes. There's a couple of books that I've marked as read repeatedly that it STILL categorizes as to be read. Ah well.
Right now I've got a couple of 'read' collections (one for books in 2011 and one for short stories), but sooner or later I'm gonna need to move those off if I don't lay off the free books. Ahem. Glad there's ways to still see what they are rather than going through the huge MYK list and guessing which is which.