Sony has more brick and mortar stores in various states, so if they have one in yours then you will pay sales tax on every book purchased through them. Amazon only charges sales tax in a few states (3?) and for some publishers if they have a physical presence in your state. I suspect B&N and Borders are more like Sony than Amazon since they have stores in more states. Amazon definitely has more books than he others.
But all that aside, the Sony Reader Library is a bit cluncky, but with the newer readers it does a good job of loading books onto them. I've never used calibre. You can also drag and drop books directly from your computer to the Sony readers. The Sony Reader Store is so-so and a bit kluge in design.