The best formats are ePub, FB2, and MOBI. Each is using completely different reading software on the Pocket Pro. For the long term ePub is going to be best. However, if you want control over how the ebook appears on the screen at present you need to use Calibre to build a custom ePub (and you can't do this with a DRMed, encrypted, ePub).
Note that the
Sony eBook Library Software comes very close to displaying ePubs on your Desktop like the Pocket Pro. This is because it is running mobile Adobe Digital Editions just like the Pocket Pro. In fact, it is closer to the PEZ than to the Sony EInk Readers (because they are all using older software).