Lily -- like you, I own both a Kindle and a Sony. I bought my Kindle first and it's still my favorite device. I bought the Sony primarily to read the LRF files I had found here at MobileRead since there were no conversion tools to convert to another format. My second reason for getting the Sony was to use in testing the LRF files I was learning to create using BookDesigner and later Calibre.
I have never registered the Sony at the Sony store, so I buy all my current release books from Amazon.com. I have bought several multi-format books from Baen and Fictionwise. Hubby bought me the lighted cover for the Sony as a Christmas present, and its light is less bothersome to him while he's driving than the map light, external book light, flashlight, and even the laptop screen. (And, yes, I've used all of those for reading in the car at night, even long before I owned the Kindle & Sony.)
I wouldn't want to give up either reader.
Now to be honest, I'm lusting over the Cybook and BeBook readers and I'm looking forward to the next generation. I can honestly admit to just being a gadget junkie. I own two MP3 players and an iPod -- though I rarely use any of them!