There's a million places to buy eBooks.
Amazon definitely does not work with Sony Readers.
(Unless you strip the DRM and convert the format to EPUB or another format Sony can read.)
Unfortunately, B&N might be the one bad choice for the EPUB and the Sony Reader, according to
a TeleRead article.
I don't know where you can buy college text books, but eBooks.com has a whole section of
Academic eBooks in many disciplines, though sadly many of them seem to be only available in PDF. PDF in my limited experience seem to not scale very well when reading them on a 6" eReader.
PDF for Digital Editions means they are DRM encrypted, which is undesirable and unavoidable but will work for you.
Other EPUB stores include
Smashwords,
Diesel,
Books-A-Million,
BooksOnBoard,
Direct eBooks,
eReadable,
Fictionwise,
KoboBooks,
CyberRead,
OmniLit, and
LibraryBin, to name a few.
Though I usually just go to
Inkmesh and let them search for a low price. (Or
AddAll,
Overdrive,
eBookPrice or
Luzme).