Using Calibre or any other converter you can convert your books from epub to mobi format and put them on the Kindle... of course, if they have DRM then you'd have to do a little stripping, but that's another post...
I don't find the lack of epub annoying at all. Amazon has the largest catalogue of in-copyright books at this time, and any public domain books (pre-1923) can be converted to mobi/Kindle format if they aren't already. There are a number of websites you can go to to find books for the Kindle besides Amazon, and most websites offer a Kindle-accessible version.
Personally, I don't find that I need to go shopping around for prices or books that much: if it's available as an ebook, I can find it at Amazon, and due to Agency pricing, there aren't as much differences in prices now.... save of course on Random House books, and Random House is the US's biggest publisher if I remember correctly so Amazon tries to keep the prices low on those books. Don't forget all those independent books, too!
As to the sturdiness of the Kindle.... while it's not made of the same stuff as any of the sony readers, I find it quite durable. I've dropped my DK and k2 more times than I'd care to remember (in and out of a case) and they're still going strong. It isn't a cheap plastic thing, like the Cooler-ebook reader by any means. If you can, go to a target store and check out the Kindle they should have on display. I don't think they have any working models, but you can hold it and feel it's weight and see whether you like what it's made of.
Hope this helped!
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