You might want to look at the Pocketbook 602.
I'm on the "buying an e-reader" hunt myself, but I had some of the same requirements as you, in that I didn't want a device that tried to lock me into one store, or wouldn't support the most common e-books format in an attempt to keep me on their device.
Pocketbook seems to be really well-liked. They support a ton of different formats, and the 602 has physical buttons (no keyboard, like the Kindle - it uses a button pad, so it's smaller).
Only reason I'm not getting it is because I really want a touch screen.
