Welcome to the forum, fishnchips.
You're not the only person to be disappointed with Adobe PDFs. See this thread:
https://www.mobileread.com/forums/showthread.php?t=30308
I tend to get books in LIT format and convert them to the Sony's native LRF. This can be done very quickly using Calibre or Book Designer. Both are free and Calibre has many other useful features.
Just because you are in the UK it doesn't mean that you can only buy books from UK sources. Many forum members speak well of Fictionwise and Books on Board, which sell books in a variety of formats.
Here's a link to the bookstores page in our wiki:
https://wiki.mobileread.com/wiki/E-book_stores
(There's a link to the wiki at the very top of this page, and it's a very informative resource.)
This thread also list some sources for sony-formatted books:
https://www.mobileread.com/forums/showthread.php?t=11052
And there is our own book upload section too.
What sort of books are you interested in?