I think it's time to clear up some misconceptions: With a Sony device you are
not bound to the Sony Store. You can read rtf, txt, pdf and epub without DRM. And you can read pdf and epub which are DRMed using Adobe Digital Editions. Regardless the shop they were bought.
inkmesh.com ist a price comparison sitze for ebooks, and good start. Possible Shops are
booksonboard.com or
fictionwise.com or
diesel-ebooks.com and many many more.
Yes, some of the offered books are regionally restricted. You can try to circumvent it by using gift certificates or US biling adresses (It's to much hassle for me personally).
You can try some of the mentioned European stores, but they have a limited assortment.
I don't know about the Southern half of the globe.
How do you intent to download the books? Do you have UMTS aboard? Or internet cafes? Which region/IP will you show to the shops?
Maybe an online library access will be of interest for you. Some US libraries offer membership to non US citizens. And they don't check for regional restrictions when you are downloading. And you can save money