And it's just what it sounds like: a day when your local comics retailer will give you free comic books. I'm not familiar with everything on the list, but I can definitely recommend Grant Morrison's All-Star Superman, which will be available at all the participating shops. If that's not your thing, talk to some people at the shop and see what they'd recommend.
If you have time, find a store near you and and take a few minutes to score some free comics this weekend. And if you think you might want to drop a few bucks while you're there, I suggest checking out the four-part comics primer put together by Pop Candy's Whitney Matheson: