Sony has released a new eReader called the Sony Reader Wi-Fi. What makes it special to us (Librarians) is that it can connect to an OverDrive catalog and directly download eBooks. It does not need to go through the "download to your PC and then sideload to your eReader" process.
You do have to be in a wireless network to use it. It is not a 3G device.
OverDrive has put out a nice step-by-step video on how the direct download works. Here is the URL:
Do I expect to see this capability in other eReaders soon? You betcha!