I have also owned three generations of Kindle! Like you, I've never taken any of them online.
Never supply a wifi connection during setup, and instead immediately engage airplane mode. USB transfer is easy with something like Calibre, which also handily converts ePub to Mobi for Kindle use.
It used to be that you could buy Kindle books and download them to your computer for transfer to the Kindle via USB, but they seem to have made that more difficult in the last year or two. Other sources still work fine, though.