I do both. I mostly read one book on one reader and another book on another reader. Though, sometimes I must just finish that one book and I only have that other reader near me. I will always try to finish at the start of a chapter so that searching for my location is simply clicking a link to the start of that chapter from my TOC... As I always clean my DRM-infected books, and convert them if required, I have all books available to me on all my readers.
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