Hi Priscella, and welcome. With the Kindle you can download books directly to your device (in the US), while the other devices require that you connect them to your computer.
I have a Sony PRS-505 and I absolutely love it. It all depends on exactly what you want to do with your device (e.g. what you like to read, where you read, etc.). Good advice from cassidym - check out our Which one should I buy? forum. You'll find tons of information. Don't be afraid to ask questions - this is a really fun and friendly place.
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