Check out Calibre. It has recipes to download quite a few newspapers. I don't know what part of the world you live in, and I'm not familiar with the Independent.
I checked the list of papers that Calibre is already set up for, and did not see your paper, but I believe you can create a script for your preferred paper.
The only downside to the currently offered Sony Readers vs. the Kindle, is that you would have to download the paper to a PC and then transfer it to your Sony Reader each day. The Kindle has a built in broadband modem that enables it to bypass the PC and download the daily paper directly to the device. The Sony Daily Edition, due to be released sometime soon - maybe by the end of this this year - will also have wireless capability.
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