A feature of the Sony Reader that I new existed, but until recently did not take advantage of, is the ability to load RTF content. Copy text into Microsoft word, and save as an RTF, the content is then ready to be uploaded on the reader.
I find that clicking the "print article" button on web pages usually formats articles nicely, without advertisements, making it easier to copy and paste the text into a Microsoft Word file.
One of my favorite sources for content, since I am from San Francisco, but living abroad in Switzerland, is the SFGate.com Lots of articles to remind me of home.
A great source for periodic short fiction is the New Yorker:
http://www.newyorker.com/fiction/
Short stories by world class writers, updated weekly.
Are others loading short content on their readers in this way? What sources do you use for content?