http://www.gutenberg.org
The best. Thousands of titles. Free, including texts, downloads and audio.
http://www.shakespeare.com
For the Bard. Free, including 'side-by-side' text for Elizabethan and modern reading.
http://www.ebooks.com
Not free, but a place to download books pretty cheaply.
http://www.amazon.com
Not free, tens of thousands of titles, many for download PDF.