I having trouble figuring out what eBook format to buy my books in or which eBook reader to even install.

My problem is that the eBook readers tell you what format they support by telling you the file format, e.g html, xml etc, but the eBook sites I've visited sell three formats, Adobe, Microsoft, and PalmOS.

Where can I find information on which format to purchase the book in and which eBook reader should I install? Plucker sounds cool since it can download web pages to read offline, but FBReader also supports Plucker but seems to support more formats as well.