A program called Stanza, by Lexcycle, is free and is rated as easier to use by some readers. With Kindle and Sony, you still have to log onto their bookstores and purchase your material. Stanza has a merchant's list (including the Fictionwise Book Store BooksOnBoard eBook Shop, free books from Feedbooks, and offerings from random House and Harlequin) embedded within its programming.
So save a tree and pick up a computer. Read On!