Hi and welcome!
As an American living in France, I was primarily concerned with the geographical restrictions and the overall availability of e-books. Basically, I was looking to an e-Reader as a replacement for my twice yearly treks to the US, where I'd buy up reading material to schlepp back home with me until my next trip. But I'm also used to making periodic runs to the UK (real or virtual), where I also hit the book shops.
Though I'm a long-time Amazon customer (.com, .fr and .co.uk), I went with the Sony PRS600 - in large part because it doesn't have the wireless function. (I hardly need further temptation to make impulse book purchases!) The other deciding factor was the ready availability of epub reading material from sources other than the Sony store.
I have my Reader registered as "US based" so use the US Sony store (using gift cards purchased by a friend back there), and have had no difficulty buying books from Kobo and Waterstone's in the UK (where I assume they check my IP address to determine my whereabouts).
There are quite a few science fiction/fantasy fans here on MR and I know they often refer to a couple online bookshops that specialize in the genre. They should be able to tell you more about the available formats.
I don't use my Reader much for pdfs, so can't advise you there. I do know that the Reader manual is in pdf format and works just fine on the Reader, however I suspect it's tailor made to be read on the device. General purpose pdfs can be a bit more problematic, especially if they have diagrams and other graphic elements in addition to text. Text based pdfs can be converted to epub (or other formats) using Calibre.
There is a Calibre section here in MR and you can download the software to try out before you decide on your reader - which is how I did it. Calibre includes a built in e-reader so you can try out conversion of your current pdfs to see if they'll convert to your liking.
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