It is relatively easy to add on-device fonts to individual DRM-free ePubs via Calibre (
ePub custom Fonts on all Sonys) but, unlike earlier Sony's, you have to hack the device to get userStyle.css support on the PRS-650 (
Is it possible to replace Sony font? [350 & 650]) which allows you to replace the fonts for almost all ePubs (even if they have DRM).
The actual font used by the Kindle isn't free, and Amazon seems to be using a mash-up of several font weights. However, I'm sure you will be able to find a font that is better for you than the default.