If the ebooks have DRM (encryption), then you have to use multiple readers (or strip the DRM).
For DRM-free ebooks there are two popular choices:
- FBReader works on Windows and Linux (and there is an unsupported version for Macs). It is a pure reader, with some cataloging capability.
- Calibre is a comprehensive ebook application. It includes a reader, and it works on all desktop systems.
I use Calibre for format shifting, but I like FBReader for reading. Note that it does not honor all ebook formating, but rather uses your preferences across all ebook types. Because FBReader is so highly customizable, you really need to experiment with its settings before deciding if you like it or not - the defaults are not to everyone's liking. FBReader is also available on several EInk reading devices (e.g. PocketBook and OpenInkPot), and Android phones, and Linux handhelds.
Note that finding a Reading app you like and shifting all your ebooks to its supported format via Calibre is also an option. This greatly expands the number of Reader apps to choose from. Windows MobiPocket Reader has a built in conversion option for a few formats, but Calibre is typically a better way to do conversions.