E-Books, best places to get them?

I want to get back into reading, so I'm thinking of getting a Paperwhite. But I have no idea if it's possible to transfer files to it from a computer, and I have no experience with pirating books.

Do I go to the same places I torrent movies and games or are there special places dedicated to E-Books?

EDIT: So many awesome answers on here! You guys have been very helpful. Thanks a lot!