My library's (Brooklyn Public Library) website shows me all the books I've checked out and even lets me keep public and private reading lists. No place for me to write reviews though, last time I checked. Since I almost exclusively get my books first through this library, then buy the books I really really liked, the checkout history functions as a good enough database for me.

It would be awesome if it were federated with other libraries somehow, since I also use the NYPL.