Nook, Kobo and Sony all work well with sideloaded ePubs. I'm sure others do as well, but those I have tried.
Of the three Sony is the one that makes me feel most "independent", followed by Kobo and then Nook last of the three. The reason Nook is last is because of the home page trying to get me to go to the store and buy books.
I more or less only use sideloaded content and hate the syncing to my store libraries where I have to archive (or similar) all books I don't want to show up on my reader.
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