Between all three? No.
well - if you buy books that aren't controlled by DRM, you can dowload a program such as Calibre and convert to the various forms. If they like Science Fiction you might check out Baen books because all of their books are DRM free.
If you buy books that are controlled by DRM, you would have to unlock the DRM first and then use a program such as Calibre to convert.
Now just between the nook and the Sony? The can both read standard Adobe Digital Editions eBooks. Register a common ADE account and then sideload the books to the nook and the Sony. You could buy the books from the Sony Reader store (not barnes and noble) or BooksOnBoard.com or Borders.com or Kobobooks.com or many other places.