No one's going to yell at you Julee.
I believe the Nook has wi-fi/3G and Overdrive library support, and probably some of the Sony ereaders too. I admit I'm pretty Kindle focused, so don't know all that much about other devices.
Unfortunately, while the Kindle has the largest bookstore to buy from, and there are lots of places to get free ebooks, it doesn't support library lending right now, and may never. I still hold out hope that Amazon will work out something with Overdrive, but there's no sign of it right now.