Kindles allow you to sideload books via USB, but they are limited to azw, mobi, pdf and txt. You can use Kalibre to convert other formats and handle synchronization.
You can send books via email and they will be converted for you.
Most other readers will handle common formats like epub, mobi, pdf, cbz and so on. Proprietary formats like azw or doc may or may not work.
Boox offer the most flexibility, not only can they be used for piracy on their own but you can also transfer via bluetooth, WiFi or whatever protocol you want in addition to USB.