I highly recommend the Kobo. You need an account to activate the device (only needs email and password), but after that, you don't need to use their services. Side loading books onto it is trivial (it's officially supported). Connecting it to WiFi is unnecessary after the initial setup. You can't install a browser onto it, and the built-in browser leaves much to be desired. I would download the books onto a separate device and side load it.
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You need an account to activate the device
You can bypass that requirement
What is the Kobo store experience like? I've been thinking about replacing my Kindle with one for a while now. But I often finish books in bed and download the next in the series without getting up. The idea of getting up in the middle of the night to side load stuff doesn't sound very appealing, nor does having to always buy books ahead of time to have them ready. On that note, can you download demo books from the Kobo store to see if you like them before buying?
I switched to Kobo so I could download library books directly to the reader. Purchases have worked without issue directly from the ereader and the app to echo the other response.
I honestly think that the best (and also using a FOSS alternative) is to use Librera, available in F-Droid.