Hello
My recommendation would be to start with the mobile read forum content -
here. For the PRS600, I'd recommend filtering by "Sony BBeB" also called "LRF" format, which will probably look best.
I'm currently reading Alexandre Dumas' novels about D'Artagnan (
this page, which I would recommend (and for which HarryT has done a superb job on the formatting).
For purchasing books, I would recommend ePUB or LRF format - ePUB is the format that Sony are moving to long term, and is the favourite for a market standard. Many people prefer the way that LRF looks on the page. If you start with the mobile read content, that's free, you'll get an idea of which formats you prefer. I would avoid PDF personally, because it doesn't reflow (make the text bigger/smaller and rejig the page) well.
You can convert formats using a free tool called calibre, which is excellent (and which many people, including me, use instead of the Sony software). This can't convert, however, if the file is protected (DRM), which many purchased ebooks are. There's a forum here where you can find out all about that.
Where to buy ebooks depends on where you are (different countries have different access to books), and what you like.
Good luck!