Hi Marc,
Might be worth you taking a look at the CyBook Gen3. It can read MobiPocket books, and has an excellent dictionary lookup capability (which the Sony does not have at present). That would allow you to also run MobiPocket on a PDA, and have the same books, dictionaries, etc, available on both machines. There's a huge range of different dictionaries - both general-purpose and specialist - available for MobiPocket (see
http://www.mobipocket.com).
You can run MobiPocket on any Palm or Pocket PC device, which covers pretty much all PDAs. I'm a fan of Pocket PCs myself (especially the HP iPaq range) but many people feel similarly about Palm machines; very much a personal choice.
Hope that's of some help to you.