Manybooks.net has a growing library of books from the Gutenberg archive formatted for the Sony Reader. If you browse through the collection, it's hit or miss on which books appear in "sony" format. A faster way is to use the site's Advanced search (google search) for the word "sony". For the prepopulated search, here's the
link..
Update: All the books on Manybooks.net can be downloaded in Sony Reader format! (see Fireproof's note below).
Manybooks also has a cool page that shows how many books have been downloaded in the various formats. That page can be found here:
http://manybooks.net/format_stats.php