SimonSays has a nice comparison matrix of the three majors readers, which you can access here (http://www.simonsays.com/subs/358/comparison_chart.html).

Also Slashdot (http://ask.slashdot.org/article.pl?sid=03/06/15/196237&mode=thread&tid=137&tid=188&tid=192) guys have something to say about what makes a good ebook reader. I think I must have a closer look at the Dell Axim PDA.