Hi Paola,
Sorry, I don't understand your comment about "Amazon checking on you". Amazon does not check the content on your Kindle, at least, the one that was not bought from them. They are not allowed to delete your non Amazon books either, not even the ones that you bought from Amazon. Also, the Amazon's format has nothing to do with PDFs; as a matter of fact, they don't sell PDFs, so the format should not interfere at all with that.
@captainalf,
I really like iPad for PDF documents. It is fast and give you the flexibility you need to work on your documents, read, make annotations, etc. But, you strike that one
So the other two alternatives are Sony and Kindle DXG. I personally prefer and like the Kindle DXG over Sony because the screen size. For a large PDF is kind of annoying, at least for me, keep zooming all the time in order to read a big document. If the whole page can be displayed without zooming, is better for me and the reading experience is also faster. The downside is that the Kindle DXG does not give you lot of PDF editing capabilities; on that aspect, Sony's shines and is really good.