I try to remove them as I go. There's not a way to tell it to remove all bookmarks in a book or anything. One trick is to click on the progress bar at the bottom. The text will get lighter, and you can use the Next/Prev Page buttons to visit your bookmarks. Alt-B will toggle the bookmark on or off without having to scroll up to the top of the page.
Oh, I was going to say, too, that you may know this already, but you don't have to bookmark every time you stop reading or change books. The Kindle will keep your last place in each book you are reading. Of course, if you open it to another place in the book (like if you have done a search), that will now be the place it opens to.
If you delete the corresponding MPB file from your Kindle (you must do this with the USB cable and your PC) you can delete the bookmarks & clippings. The AZW file is the book file that Amazon sent you, and it contains none of these markings. Only delete the MPB file.
Apparently, for each book you read, say Book1, there's a file for the actual book on your Kindle, say, Book1.azw (unless it's a .prc or .mobi or something else). The Kindle automatically creates a second file, Book1.mpb that contains notes, highlights and the bookmarks. If you are comfortable deleting files from your Kindle using the USB connection, you can delete the .mpb file and Kindle will create a new one automatically for you.
When you book mark, you'll also see a new 'book' on your home page called 'my clippings'. If you delete that book using the Content Manager, I think you delete all the bookmarks recorded there. So if you do want bookmarks in one book but not another, this is not a good method as it will delete the bookmarks in both books. I could be wrong about this because I don't do much with bookmarks. But I do recall one time I made a bookmark, just to see if I could, and then un-marked it, the My Clippings book was still there showing I'd made a bookmark and then un-marked it.
Deleting the Clippings file in the Table of Contents does nothing (including delete) to bookmarks, notes, highlights, and clippings within a book.
To bookmark a page, you put the cursor at the top and press the selector. Do the same thing to remove the bookmark.
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