The KindlePID/KindleFIX utility will allow MOBI library ebooks to be read on a Kindle and (I think, but I have not seen confirmation) on the Touch. In the case of the Touch you would also have to jail break the device.
Stanza has
announced support for Adobe PDF and ePub on the iPhone/Touch. It isn't available yet, but is due 2Q09. If you have PDF/ePub ebooks (or get them from a lending library) these will then work. Note that Adobe DRM can now be stripped, so you could read these ebooks on any device if you are willing to remove the DRM. Stanza can also read eReader ebooks now, so it can be your only ebook reading software if you like the way it works.
If your Sony ebooks are in the LRX format (Sony with DRM) then they can only be read by a Sony or a Windows PC. It is possible to convert DRM-free LRF ebooks to other formats. If you used Calibre to convert to LRF, then your best best is to run the original through Calibre again and convert to ePub (for Stanza) or MOBI (for jail-broken Kindle).