I live in Sweden but am a member of Free Library Philadelphia. I have no problems at all downloading bboks from there to my computer. I also had a chance to play with a Sony T1 and could download library books directly to the device.
I'm also able to purchase books at the Sony store with a US billing address on my credit card, and I can purchase books at Kobo store.
I can download freebies at Barnes and Noble, Kobo, Sony.
All of the above while here in Europe.
I cannot buy books at Barnes and Noble (but, like I said, freebies work well)
I have also shared a couple of purchased books with my daughter. We share an Adobe account, so any DRM items can be used by both of us.
We both have Sony readers, but many other brands would work well too.
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