The Kobo Glo can be set-up using WiFi or via the USB cable and the Kobo desktop app. You need to register it, then it downloads the latest firmware and installs that. After that, you can turn the WiFi off and never connect again unless you want to update the firmware.
Most of my books are sideloaded. For at least the first six months, this was the only way I put books on the device except a couple of free books from Kobo to see how that worked. But, I have been buying books from the Kobo shop recently. It is convenient and with the promo codes that are around, it is usually cheaper than other shops. They supply both their own kepub format that can download over WiFi, or Adobe ePub that you can handle yourself.
There is some info in the Kobo forum about sidestepping the registration process, but I haven't tried it.