Planet eBook is a great way to grab electronic versions of many works of classic literature. They've got dozens of great works of literature that you can download for free. These volumes are items that the copyright has lapsed on (George Orwell's 1984), or works that are in the public domain (Charles Dickens' A Christmas Carol). they run the gamut from Grimms Fairy Tales and Mark Twain's The Adventures of Huckleberry Finn to Dostoevsky's Crime and Punishment and Beyond Good and Evil by Friedrich Nietzsche.
The books are available as PDF.