I know exactly what you mean about the FEEL of an ebook reader, without getting into any other discussion of any other issues or features: Just the FEEL.
One of the best-feeling ebook readers that I ever owned, along with the balance inherent in that reader, was the Nook ST.
I think I made a joking post a few years back about taking out the Nook's guts and just tossing them away, and replacing that empty shell with the guts from another reader.
I have a Kindle Paperwhite (second gen./2 gigs) and it just doesn't feel right unless it has a cover on it. But that brings up a whole series of issues about what cover feels 'correct' for a particular user.
I have two protective covers for my Kobo HD, and both have subtle issues that are bothersome. Without some kind of cover, the thing is too slick to hold comfortably - for my tastes.