PDFs are not really an eBook format and should be perhaps be excluded from the discussion.
It basically boils down to whether or not you want to read commercial eBooks. If you do, MobiPocket is (arguably) the best format to use - it has a very wide range of stores selling the format, and also a very wide range of other formats that can easily be converted to MobiPocket using freely-available tools.
I would strongly suggest getting a device which can support MobiPocket format. Whether that's a CyBook (which I like a lot myself) or some other device which support Mobi (or which there's a wide choice) is really down to what other features are important to you to have.
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