Depends where you have your account.

My Kindle is a US import into the UK and was originally on the US store. When the Kindle launched in the UK we were given the opportunity to buy books from the UK store at UK prices. Which were cheaper than the US, so I switched. The option is still there.

So, if you're staying in the UK and want to move everything into £, then swap away. If you're just visiting, stick with the US store. You also get the US version of books - which have the right colors for you, or just shades of gray on the Kindle