Welcome Sam! Glad you found us.
The new e-ink devices are causing a big stir and lots of excitement because the displays are so nice. They are a little pricy ($350 for the Sony Reader I have), and you won't get backlighting, but you will get a really awesome and crisp screen that looks almost like print, and is easy on the eyes.
PDA's are another great option. I think the higher 320x320 screen resolution of most Palm devices makes a huge difference, but there are a lot of happy Windows Mobile pda and smartphone users that are happy reading on their device, and you could always get a Dell x51v with VGA display. I love using my Treo because it has a backlight and it's always with me. It's also easier on my eyes than paper books, probably because of the control of font sizes.
Some of the older style LCD readers are also available and still popular. They are less expensive and easy to use. I haven't used those myself, so can't really speak for them.
You can also find a lot more info on various devices in the forums and the wiki --
https://wiki.mobileread.com/wiki/Main_Page. Good luck in your hunt!