If you are willing to reflash your reader, see Replace DEFAULT epub fonts! (PRS-600)
. This is for ePub only. You can then either choose a heavier default font or simply specify bold as the default font weight.
As poshm said, it is also possible to do this one ePub file at a time. This is a viable approach if you are converting all files via Calibre (and they are all DRM-free) anyway, but otherwise not. The advantage of the modified firmware is that it works even for DRMed ePubs.