Depending on which Kindle you have, I have the 2nd Gen and the 3rd Gen Kindles, you go to the main list of all your books, scroll to the book you want to delete. On the 2nd Gen Kindle, you push the joystick thingie to the right, and it'll show you the title of the book, and what you can do with the book...at the bottom of the options says "Delete This Document". Scroll down to that and click, and it'll delete it.

On the 3rd Generation Kindle, you scroll to the book, then press on the right side of the 5-way button thingie and you'll get the page with the title of the book and what you can do with it. At the bottom of that page it says "Remove From Device". Scroll down to that and click and it's gone.

I dont know about the Kindle Touch, how to delete that, and I cant go look at my dad's Kindle Touch because he gave it to my sister. So, hopefully the directions I gave above help you.