Funny you should mention the Game of Thrones books, because for me that's where the difficulty in browsing backwards became noticeable. I've been reading the books as they came out, and until the most recent one, which I got for the Kindle, they were always in print form. When the most recent came out, I decided to re-read the others before going on, and then switched to the Kindle for the latest. With all the plots, sub-plots, and sub-sub-plots going on, I missed being able flip back dozens or even hundreds of pages.
Like I said, it's a minor issue, really just a limitation of the e-book readers that I've learned to live with.