I suggest also looking at the Oynx Boox 60. It has better PDF support than the big 3, plus WiFi with full browser capability. Its touch screen is for a stylus only though, and it is more expensive.
Unless you strip the DRM (encryption), the Kindle is largely tied to the Kindle Store (and the Kindle Store is off limits to other devices) but both the Sony and the Nook can read any Adobe ePub and PDF from many stores. However the Nook treats these (and all your own content) as 2nd class citizens, with the best capabilities limited to B&N ebooks only. You can't read DRMed B&N ebooks on the Kindle or the Sony. The Oynx does not have a store but can read any Adobe ePub and PDF.
If you expect to have a large library, only the Oynx has folders (the Sony instead has "collections" for ebook management).
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