The Sony has the best support for dictionaries, especially if you want translations. The 350, 650, and 950 all have touchscreens and come with 10 dictionaries preloaded. The choices are US and UK English, German, Dutch, Spanish, French, and Italian. You set the default dictionary in the device options, but you can also switch dictionaries from within the book for a specific word.
Simply tap the word twice and a little dictionary window will pop up at the bottom of the page with that word defined for you. If you want to see more of the dictionary page, simply tap inside it. To close the dictionary, tap the X in the corner and you're right back where you were in the book.I think it's more convenient than the Kindle, because the Kindle makes you use the keyboard to navigate to the word that you want to find.