I really like my Microsoft Reader since I can purchase ebooks off Amazon and read them on my PDA. Adobe doesn't support DRM protected books on the PDA (at last check).
MSPress books and other things come in .CHM files (compliled html). To read these I have been using
Fast CHM reader.
Finally, I have enjoyed the reference materials from Town Compass, LLC. They have their own reader (free) that reads their format. They have a lot of free goodies and materials to purchase.
PocketDictionary