Your best bet in either case is to use a tool such as calibre (that happens to have it's own forum at MobileRead) and convert them from Word / PDF to ePub, and then add the cover image to the ePub.
You could also check this thread
Project Gutenberg where a member of MobileRead has a torrent available of 25,693 books from the project.
Finally, you could also check the
library at MobileRead and see if the books you are interested in have been converted to ePub format by someone else.