For paranormal romance, you'll want
Jasmine Jade (Ellora's Cave Publishing/Cerridwen Press ebookstore) and
AllRomance Ebooks (aggregate of big-name publishers, small press, and individual authors). Both have "free reads" sections you can try out at no cost.
Also Harlequin, which has a
dedicated ebookstore (LUNA is their fantasy/paranormal imprint). I've heard they sometimes run deals and give out discounts to members/newsletter subscribers.
For their 60th anniversary, they put up a bunch of DRM-free multiple format ebooks both on their
webstore page and special
ebook promotion site, and I think there's at least one or two paranormal & mystery romances among the lot.
Their new
Carina Press online publishing venture offers more DRM-free Harlequin stuff in ePub and PDF so far, and they're having 20% off as a grand opening sale. The Donna Lea Simpson book "Last Days of a Rake" is currently a promotional freebie.
For science fiction, you'll want to bookmark Baen's
Webscription service, as well as the
Baen Free Library. The latter offers the first book in many popular series for free, in the hopes you'll be persuaded to go buy the rest. The former has very affordably priced books from various publishers and authors (not just the Baen "stable") and you can save even more by getting the monthly Webscription bundles, if the books are to your taste. There are a few urban fantasies among the free selections, if you're interested.
The classics can be found easily via
Project Gutenberg, which also has
Australian and
Canadian versions, for works that have come into the public domain in Life+50 copyright countries.
Feedbooks,
Manybooks, and our own
MobileRead forum members have made nicely formatted versions of some of these same classic texts for many e-readers.
Also, if you've got a favourite author, see if you can find their website. A lot of writers will offer free short stories and occasionally even entire novels formatted for various e-readers for fans to read.
Hope this helps.