Amazon still doesn't have any Ayn Rand titles in the Kindle store other than the public domain Anthem, but other ebookstores are starting to carry her titles. Fictionwise now has 19 (two of which are versions of Anthem) titles by Ayn Rand and is running a 100% micropay rebate on the titles, thru October 4.
Unlike many of their other 100% rebates, this one lets you use your current micropay credit and still get the rebate, making the books 100% free, so long as you have enough credit for the most expensive book (about $17 if you are a member and have the 25% off coupon from their recent survey, or $26 otherwise). If you don't have any credit there, you can use PayPal or a credit card for the first book (get the most expensive one, Letters of Ayn Rand), then use the credit from that purchase to buy the others, one at a time until you have the entire set. You'll then have the same amount of credit that you started with (or $25.50 if you had to start an account from scratch), that you can use on other books later on.
The only caveat is that the books (other than one of the Anthem editions, which is in the DRM free Multiformat) won't work on your Kindle or Sony Reader. All of them can be had in Fictionwise's (and now Barnes & Noble's) DRM'd eReader format (so should work on the B&N reader to be released later this year, but also work on iphones/ipod touch). All but one also can be purchased in a DRM'd mobipocket format and that last one can be purchased in a Microsoft Reader format (also with DRM). All of the formats will work fine on your PC: the eReader format will be tied to a credit card number and exact name used for the purchase, so make sure you keep track of that; the Mobi versions are tied to specific machines, but you can update the list of machines anytime as your PC/notebook/netbook get upgraded; the Microsoft Reader (LIT) format only requires the software be installed and authorized on any machine (nothing to set up at Fictionwise or keep track of, however getting a new machine authorized can sometimes take several days, as there is only one server at Microsoft that can do the authorizations and it can be down for several days at a time, as I ran into the last time I installed it on my netbook).
Still, the entire Ayn Rand library for free isn't a bad deal, even if you have to read it on your PC or your phone. There doesn't seem to be any reason you can't buy all the available formats, either, if you want to cover your bases, in case you get a different reader later on.