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You can just drop PDFs/Epubs on a Kobo, At least the one I have. It is a bit old now however.

I use my Kobo like it's "dumb"...but I generally have to use Calibre to convert epub to kpub for it to format right on the "page".

I still own an old Sony PRS e-reader which they can take from my cold dead hands!

AFAIK Most 'non-kindle' e-readers (even those with an online store), will still operate as a mass storage device if you connect them via USB to another machine.