There are a few DRM-free ebooks in the Kindle store, but as you might expect most have DRM (encryption). In the US, it is probably legal to circumvent the DRM for personal use of ebooks you bought. The DRM status is separate from the cost, so there are free and very low cost ebooks in the Kindle store with and without DRM.
If you have a Windows PC, buying from Amazon for the Sony is
very easy. Get unswindle.pyw (perhaps you will need to install python, get
Python 2.6.4 x86 MSI). Install Kindle for PC. Buy the Kindle ebook, and select your K4PC device to download to. Click on unswindle and get back a DRM-free MOBI ebook. Convert from MOBI to ePub using Calibre.
The only real issue is that some Kindle ebooks are TOPAZ and unswindle works on AZW only. The easiest way to check is to download the free sample of the ebook to K4PC first and unswindle will tell you that it is a TOPAZ. Note that if you really have to have a TOPAZ ebook it is possible to get it on your Sony, but it would take some work on your part.