A great device fitting your stated "must haves" is this little-known device called the Amazon "Kindle" (without Amazon books). Between the available devices, they have e-paper displays that are comprable to other devices on the market, so you should be able to find what you want there. They can't lock you from the device or delete books you've loaded onto it yourself. It can read DRM-free books in MOBI format, and th…
> They can't lock you from the device or delete books you've loaded onto it yourself. Is this really true? Given that they can remotely wipe "bought" files how can I know that they can't remotely delete self-loaded files?
If you're really paranoid you can always load a custom firmware. The Kindle is popular enough that there's a very active scene around developing them (I believe the main one is called duodem?)