Collections are a really useful feature and fully supported by Calibre. If you use it to sideload your books, it will create Collections based on the tags and series information for your books. I like to modify my books before I load them, so I have little use for downloading directly to the device. With Calibre, you can buy ePubs from most bookstores to load on your reader. With a little scrubbing, you can use Calibre to load books from anywhere but Apple. Unless the ability to download, right now, is really important to you, I'd focus more on the reader's features.
Even though I usually use my touchscreen to turn pages, it is sometimes much more convenient to have buttons. I'd recommend something that has both features, especially if you're planning to read at the beach.
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