As you said there are lots of different formats and readers out there. If you don't any books yet, and just want to get started I would recomend eReader here ->
http://www.ereader.com They have lots of books to choose form and offer a free reader program to use. There are others out there, but this works fine for me. I usually keep a couple of books on my Axim for when I get real board. Good Luck~