I am learning a lot in the process of moving e-books I had downloaded to my desktop computer over to my Sony Reader.
Most of these I downloaded as text files. When I read them, (rarely), I had used an application called yBook. But on the Sony Reader, text files are not ideal. They are readable, but the text doesn't "re-flow" to make attractive paragraphs.
There is another program, Calibre, which lets you convert a text file to a much better-looking EPUB format. But it will not have the hyper-linked table of contents that the EPUB format is capable of. So I find myself looking for EPUB versions instead. And I have found that I have to inspect them before I put them on the Sony Reader.
For example, I looked for an EPUB version of Thomas Browne's Religio Medici. The Project Gutenberg EPUB version was awful. It looked like it had been derived from an HTML version, with coding for italics and links showing up in it as text. The EPUB version at archive.org was uniquely awful as well. It had been made from an OCR scan, and was full of corrupted text.
I found a very nice EPUB version of Religio Medici at the University of Adelaide.