Amazon is the evil empire. There is a LOT to be >:( about. Their books are a proprietary format and you have to do illegal things to them to be able to read them on a different device. (Also, DRM. also, you should always download the books & back them up because who knows if the books will disappear at some later date.)
However. They're still the easiest to use. I totally just got myself a kindle 3. And I use my kindle because it syncs my books...I read on my phone and on my desktop PC and my macbook too. And my books are all magically there. (And on hubby's kindle and his computer too. So triple win.)