I own the Barnes and Noble Nook and absolutely love it. I'm definitely one of the people who prefers the feeling of a book in my hand, but I would definitely recommend an e-reader to anyone who does a lot of reading (or a little!).
Once you download a book, it's in your library - you don't need to be connected to anything. It's your book. Also it has great connectivity with the Nook app, i.e. iPhone and Computer. I can pick up on my e-reader, put it down, and pick up my place on my laptop. Its really great since a couple of people in my family like to use it, so when I'm away I just use my laptop.
But yeah, the pricing is a little weird in some places, though in my experiences with B&N they have all been cheaper as e-books. Some book publishers actually just lose a case with Amazon over e-book price inflation and Amazon claims that anyone who has bought e-books prior to the court decision is entitled to the difference via refund (a few bucks per book).