Note also that I've found one site that had a fair number of epub french books:
http://www.numilog.com/accueil.asp. It still doesn't have all of the ones that I was looking for, but it does have a good selection and I tried one new author that seemed interesting. I'll keep checking it out to see if their selection becomes even better with time. It's useful to know that the Sony Reader can read ePub since that seems a more popular format.
-D