I wouldn't know where to start… there are so many different places online to buy (or not, if that is your thing…) books. You can get a traditional reader and buy in their proprietary format, or you can look into it a bit before hand and get a reader that people have developed converters for so you can buy most places and convert to your reader's format. You can also get many books in pdf form. Hell, the truly ambitious will scan their own — which generally means they own the book already….
I generally search for books online that I already own, so I can still have the regular book for both my shelf and my piece of mind, but also have it on my phone for when I am on the go.