As of mid-2011, this is by far the best Macaulay available on Kindle. It's a fine text with next to no typographical errors and complete notes. The notes in the back are not linked, but they can be reached by a number search, and the numbers are given in the main text very clearly. Most of the notes are just references; the few that are discussions can be read in a lump, meaning the reader doesn't have to go back to the notes except at long intervals.
The five-volume format is a little fussy, but it reproduces the way the books originally came out. Meanwhile the Kindle competitors are clumsier because of their greater length, and cost a couple bucks instead of nothing. This five-volume version lacks detailed chapter summaries, but those hardly seem necessary (they were added by the etext creators, not Macaulay), especially when the books can be searched.
Macaulay sets up well on Kindle because he names so many names. Even in his own time, reviewers sometimes objected to how many named characters he had, but the Kindle search capacity tames this difficulty down.
The book itself is magnificent, and there is no better copy even in print nowadays. The Penguin version, for example, is abridged.
All in all, the perfect Kindle buy.