Welcome to MobileRead, giuliano176!
I am sure you will love your Sony and I know that Calibre has a way to download some of the newspapers you might be interested in, although, I've never actually done that. Take a peek at the Calibre forum and ask any questions you might have. Knowing how wonderful Kovid is about helping people with questions, you'll hear from him soon. Although, answers to many of your questions might already exist there!
Enjoy!