Also, you could try putting epubs on the device with the double extension ".kepub.epub". This get the device to treat the book as a kepub and uses a different reader application. I believe this is what Kobo uses for Japanese books, so it might have better support for languages like Hebrew.
And, as Uschiekid said, you might need to load your own font. There is plenty of discussion on doing this here, but it is mainly alternative fonts for English readers. There has been some discussion about Polish and Chinese, so they might give some clues.