Greetings to Malaysia
I won't be able to answer all your questions but maybe it helps anyway.
You don't need to buy eBooks from the Sony Store when using a PRS reader. You can always download using your PC and transfer them to your reader using USB. I live in German and can't use the Sony Store too but that's no problem. I do have a lot of eBooks (EPub and PDF) downloaded from other sides or local stores and transfered them to my PRS-505 and PRS-900.
BTW if glare is an issue for you maybe the PRS-505 is the better option. It also has a SD card slot. Due to the touchscreen the 300,600 and 900 do have more or less a glare issue. The PRS 900 is sold if an external charger but it's currently $349 total.
You do need to use a service like USunlocked when buying online from outside the US as they won't ship to others countries. You may buy online from SonyStyle or others shops and let them ship through USunlocked. Some guys already tried this with success.
When in NY just drop in any shop and buy your reader. Don't think they only sell them online. I've read from a lot of US people who bought them directly in the shop. So, no worry aboút that.