The Kindle simply mounts on a PC as a FAT32 mass storage device, and hence is supported by any o/s.
The devices to watch out for are ePub readers which use ADE. In order to buy books from many stores you need to use Adobe Digital Editions (ADE), which only works on Windows and the Mac. It's not the readers themselves that are the issue in this case, but the book-buying mechanism.
I'd go for a Kindle, personally.
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