Baen Free Library is a very good place to get started.
http://www.baen.com/library
And not to push Baen but when you want to spend money try
http://www.baen.com/
And then there is (related to Baen)
http://www.webscription.net/
The great thing about the above is that
THEY DO NOT USE DRM in any of the formts. So if you download a book in one format and later buy/get a different ereader then you can download the same book in a new format.
To restate it - if you buy a book from them you can download it again in ANY format they use.
Did I tell you that I like them?
www.ebookwise.com has good prices and is another good place to go.
Then too there is
www.fictionwise.com for good prices and if you select "MultiFormat" then you are almost as well set as Baen Books.
Good luck
P.S. If you're interested in converting non-DRM books into a format that you need then get Calibre
http://calibre-ebook.com/