manvey, I think Plucker is your own answer. You are looking for an e-book reader that is preferably available for free, and that already limits your choice. I don't think Plucker does currently allow for cross-linking between e-books, but if you are using a good desktop tool (such as Sunrise), you should have all the other features you are looking for (such as reasonable image handling).
Most importantly, you
can read Plucker documents on Pocket PC devices using
Vade Mecum.