hi stratagemo and welcome ! we've got more and more aussies lately, you'll feel right at home ! i'm not sure where you are but there is an
australian meetup planned in Melbourne soon, you might want to go if you're not too far away.
as for your questions, i've got a sony 700 and i love it, so i'm a bit partial.

they're only available in the US / Canada for the moment but you can order them online, B&H photo will ship overseas. the sony devices will read epub format which is available from more and more vendors, otherwise you can convert to that format using calibre, a free library management and conversion tool (see the calibre forum here). there's no particular trouble getting content for it apart from the occasional "geographical restriction" for some books which can be gotten around by claiming you live in the US. you can shop at the sony ebook store from outside the US by using a gift card, which many of our members are happy to procure for you.
i don't know much about the irex devices so i'll let someone else answer that bit.
the kindle is currently only available in the US, however you can sometimes find them on ebay from a vendor willing to ship overseas, and there are workarounds for getting content there too.
in addition, there are a lot of sources for getting free ebooks, including right here (see the "ebooks" link in the blue nav bar at the top of the page), feedbooks.com, and baen's free library if you like science fiction.
personally, i would recommend you choose a device which supports the epub format (sony does, among others). it's the new industry standard, and a much better format than others in terms of layout features and future-proofing, since it's an open format.
take a look around the forums, feel free to ask any questions you have, and don't miss the wiki as well for tons of helpful info (link at the top of any page).
i'm sure you'll love whatever device you end up choosing.