I bought a pocketbook reader 602 recently, and I think it's great.
http://www.pocketbook-usa.com/support/pocketbook-602/
With the exception of a few files (I had to cut out some of the white margin), I can read them no problem. A couple of my friends complained about the small screen size, but I don't have any issues with that. Some complained about the fact that it wasn't touch screen, but then, I didn't want a touch screen.
It's a bit pricier than the Kindle, but I honestly didn't like the kindle too much when I tried it out at Bestbuy. In fact, I got to try a number of the e-readers there, but none of them seemed that great.
I have a more detailed post about the PBR602 on
http://math.stackexchange.com/questions/7514/kindle-as-a-tool-for-mathematicians/https://math.stackexchange.com/questions/7514/kindle-as-a-tool-for-mathematicians/