As JSWolf said you will occasionally get a defective book. I bought one from Sony a few months ago that was supposed to be a few hundred pages long and about 400KB big. When it downloaded I wound up with a 40KB file that only contained the book's cover. I downloaded it again with the same results. I called the CS for Sony Reader Store and they checked the book as we talked on the phone, confirmed it was defective, and refunded my money.

My advice to buying from the Sony Reader Store (or any other store) is to check the Product Details at the bottom of the page displaying the book. Look for a publisher you can trust, make sure it has an ISBN as self-published books often don't, and look at the number of print pages. Also, go to Amazon.com and lookup the book there to verify it is a book that is in print. You will likely find more info on the book at Amazon.com including some reviews. If it looks like a good book, then buy it from the Sony Reader Store or whatever store you prefer.

Amazon has a great feature with their Kindles where you can download a sample of a book to see if you want to buy it or not. Unfortunately the Sony Reader Store does not offer that feature. However, you can install the Kindle app on your computer or many smartphones and download the samples to them. If you like what you see, then buy the epub book from the Sony Reader Store.