I did a side-by-side with a Kindle a few days ago.
Either they have a variation of Caecilia that lies somewhere between the standard and bold families discussed on my first post, or they have optimized rendering. The font is definitely darker than than standard Caecilia, but lighter and "thinner" than the bold variant.
I also notice that the spacing is hugely different. I used a value of 1.4em for line-spacing in my ePUBs, thinking when I first did it that it was a crazy huge value. Turns out it's not even close to what the Kindle is using. The text is very spread out. I don't think it's quite at 2 em, but it has to be at least 1.7 em of line spacing!
Couple of final observations: something worthy of its own post. The Sony has a glossier screen than the Kindle. It's like the difference between a glossy and matte finish. It does not interfere with contrast; indeed, I thought the Sony had better contrast with their default font than the Kindle (previously, I'd thought the opposite). I know they are both Pearl displays, but side-by-side, there is an obvious difference.