It is a trade-off. While the Sony is easier to get content into since it accepts the TXT, RTF, and DOC files that Patricia mentioned without the use of a conversion program (other than the Sony loader program eBook Library); it does not have a way of adding comments to the books. A pen and paper for notes is still required. The Amazon Kindle allows the direct input of notes about a book through its keyboard (a gloss) and supports (according to the documentation) TXT. For a reflowable document you need to convert it to Mobipocket.
All of that is moot as neither is sold in Europe at the moment. This leaves you with two (2) choices -- the CyBook Gen3 which has the same limitations as the Sony but will also allow HTML source files and the iRex iLiad which has a touch screen and a virtural keyboard along with a merge feature for exporting notes. The CyBook is around the same price range as the Sony and the Kindle while the iRex is about twice the price. The iRex does have a larger screen for easier viewing but a shorter battery life proving that there is no free lunch except salted peanuts.