There are some websites like z-lib that still work. Also, I usually just hunt for books on search engines, sometimes I also find copies on VK.
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I use EbookHunter. You have to turn on a VPN after 3 downloads or they make you sign up for it. I've downloaded many books from there for my Kindle.
Yeah, you can sideload pirate ebooks onto a Kindle. There are some restrictions with file formats, most people use Calibre if they run into issues with them. For ebooks I just grab mine from libgen most of the time.
I've been enjoying e-books off of Archive.org (not web.archive.org)
Regarding the sources for books, you've gotten a lot of recommendations already. Loading them onto the kindle is super easy. You cannot only transfer via USB, your kindle even gets it's own mail address you can then just mail your books to and have them converted and transferred by Amazon.
There are e-libraries if you go with a non Amazon device. They're great
Are there any good non-amazon ebook readers?
Look at the Kobo e-readers