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Connecting with iTunes is actually no longer required for iOS devices starting with iOS 5.

You can also add PDFs to iBooks on the device without iTunes -- not sure about epub files though.

The fun bit about Kindles being registered at the factory is that if you've ever bought a Kindle book before (on an old Kindle or an app) your books get pre-loaded as well. I wish they hadn't released a 3G-less model though; it's a major convenience boost (no need to even think about a network unless you're in a very remote bit of the country)

But iTunes is required to update my ipod to iOS 5 :-)

I've never been able to get large pdf's onto my ipod without itunes. Can't email them because they're too big, and the ipod cannot browse local shared directories.

Dropbox?

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