I originally got the Kindle because I thought I would like having the wireless and universal search option (plus Mobipocket compatibility), but if I had to do it over again I could have easily leaned to the Sony. Calibre is able to cleanly convert just about anything you throw at it to epub/lrf, so getting books for the Sony won't be a problem. I've also found that I drag and drop most of the stuff to my Kindle anyway. On a side note, keep going with the Honor Harrington series. I recently read through them all and in my opinion they seem to get better as you get further into the series.
Also, if you like the Baen sci-fi books, check out
http://baencd.thefifthimperium.com/ Baen has given permission to post their promotional CDs, so there are a ton of free ebooks to download.