There are many websites where you may find free ebooks in a format that is compatible with the Kindle or the Sony eReader:

Project Gutenberg — nearly 30,000 free ebooks.

Planet eBook — home of free, classic literature.

Munsey’s Mobile Bookmark List

The Amazon Kindle Store and the Sony eBook  Store both have thousands of free public domain books, plus special offers where you may find current fiction and non-fiction books available for $0.00.