Without a doubt,
Amazon has the best selection of any vendor out there. Unfortunately, their reading app is pretty much just average at best. OTOH, the selection of iBooks stinks, but as a reading app, I really like it. I think I have purchased one book from Apple, but I do use it a lot for "generic" ePub books.
I have the Nook and Borders apps, but since most of the magazines I read are things like trade journals or specialty "hobby" magazines, my only choice is reading them on paper.
If you like classics, then another "must have" app is Stanza. There are links to a couple of content sellers, but the big draw is Project Gutenberg. They have over 33,000 public domain books that are 100% legally free. They also have a link to SmashWords which is for self-publishers.
But recently, Amazon's relationship with Apple has been called into question, but that is just a rumor... for now.