If you don't want to go through the hassle of trying to buy ebooks from Amazon (because it's technically illegal), then I would recommend a Kobo. It's library may not be as big as Amazon's but if you're targeting bestsellers and popular books, Kobo will have it as well.

Amazon's Kindle (hardware and ebooks) are only legally sold in a few regions. That is why you don't see kindles sold in MPH. Even if you buy the Kindle online or something, you cannot simple go to Amazon.com and buy kindle books; Amazon will not allow it. There are ways around this by "tricking" Amazon into thinking you are from US. But it is actually illegal. Kindle device only allows you to purchase from Amazon.

Kobo is more open. You can buy Kobo from anywhere around the world and buy ebooks from any ebook store you choose. You can even load your own PDFs using USB, etc and read it on there.

Of course owning the hardware is legal but it's just an expensive paperweight if it's illegal to buy with it.

Kobo does not have those copyright limitations. It is sold worldwide. Although with no official distributor in Malaysia, it may be harder to find.