One site has already been mentioned by Litha in a previous thread.
Link: http://forums.darklordpotter.net/showthread.php?t=3702

I think this one has even more books.
Link: http://www.gutenberg.org/wiki/Main_Page
It should contain most of the classics and even less famous works not protected by copyright laws.

The Australian site contains some more works by Australian writers. Moreover, more recent books are available, because Australian copyright laws protect works for a shorter time than the US ones.
Link: http://www.gutenberg.net.au/

These are very practical if you don't want to spend money buying books and if you don't mind reading on a computer screen. They are absolutely free and don't require any registration.