I'm a luddite in this regard. I hate reading short stories or novels on a screen, whether it be a computer screen or an e-reader screen. There's a tactile joy that you get from reading a real book that you don't get from reading a digital book. The smell of the pages, the immediacy of the words, and the ability to easily flip back and forth between the pages are all aspects of reading a real book that I love. I spent a lot of time at the local library or book store as a kid, and those experiences are not something that you can recreate by sifting through digital books on iTunes or Amazon.com.
Also, I think that having a book collection is great. Yes, it's quite annoying to move it between houses, but well worth it in my opinion. For me, displaying my books is like displaying paintings or pictures or posters. They are decoration and identity, and my living space would feel empty without them.
The only reason that I'd even slightly want an e-reader is for university, as lugging around heavy textbooks can be awful. Still, it seems like I study better from reading actual books than reading digital copies anyway.