(You'll probably get better help with buying from B&N/Amazon by asking in the Nook/Kindle forum.)
Downloading from B&N has become difficult, even if you have a Nook, but is still possible. See the
B&N removed download option on all books in "My Nook" library thread. Personally I wouldn't bother trying to buy ebooks from B&N, it is just far more effort than it is worth.
Amazon is easier to deal with if you have a Kindle than if you don't, some recommend buying a cheap second-hand Kindle just so you can link it to your account, even if you never actually use it to read ebooks. But if you don't have a Kindle linked to your account then you should be able to download most ebooks to Kindle for PC. However things seem to be changing, and I haven't bought a book from Amazon for a while (there is almost always somewhere else cheaper) so I don't know if that always works. Amazon are apparently fairly tough on enforcing georestrictions, so you are better to open a new account, and don't pay with a credit card associated with your main account.
Kobo is much easier to buy from when travelling, just change your address to the country you are visiting and you will see all the ebooks and prices available in that country. Books that are not discountable in Australia might well be discountable in other countries, so you probably want to check out the
Kobo Discounts: Coupon Codes + Discussion thread for promo codes.
I would also check out the publisher's site for some books, some publishers sell their books DRM-free and are easy to download directly, even if they use DRM when selling through retailers.