I prefer having the book on my hands when I read, and try to avoid reading a long time on a computer screen, but for those who for whatever reasons cannot avoid it here is a link to the whole works of Xenophon:
http://books.google.com/books?id=G6xDAA ... n#PPP13,M1
Some of the books which are part of this edition can be found easily also in other places but I have searched for it myself with the view of finding the best possible translation online and the most academical publication (the quality of the footnotes is an indication of this as some other translations completely neglect them) for the books that are usually posted online are not the best translation. For instance, one can find many translations of Nietzsche's works but none of these are by Walter Kauffman.
So, if anyone is interested in reading Xenophon online, enjoy!