Yep, I agree with FlyACL. A few of the top formats are
MS Reader,
eReader, and
MobiPocket. I have used MS Reader for quite a while and have recently switched to MobiPocket. MS Reader is pretty nice but the DRM and lack of VGA support turned me off. eReader costs a few bucks while MobiPocket is free (for the basic version). Anyway, take a look at the various sites and see which reader has the features that are most important to you. For me it was MobiPocket, however, eReader does have the largest collection of eBooks... :)