Thanks for the perspective. Like you, I've been eyeing the kindle for the more expansive selection of content at Amazon. However, I really like reading on my Sony and don't want to mess with that. It's interesting that you are converting Amazon docs for Sony and are on a Mac, that gives me some ideas.
I shop for books for my Sony the same way you do - browse on the web periodically, make a list, open Connect in a virtual machine (I use VMWare), then download and transfer. While this system is tedious I do find that it helps limit impulse buying. I've learned from past experience that when given free rein to shop I will go overboard. Having several roadblocks in place keeps my spending under control.
I'm relieved to see that the Sony still wins on readability, since that's ultimately what's most important.