If you're reading on a tablet or your phone use an ereader app that can display epub files. Epub files are reflowable and will better fit the screen than a pdf file. They also often will remember where you stopped reading. E.g., on android, R2 Reader or Pocketbook Reader.

If I click on the download link for the books it saves the file as a PDF document, which I assume is the default format and probably compatible with most readers. Clicking the read online option renders the books as HTML files with hyperlinks for the chapters. The only inconvenience with this is I don't know how to mark the spot where I have stopped reading. I don't know if this is the case for all of the books on the site, but that is my experience. I do recall having an option in the past to select the file format for the book that I wanted to download, but I don't know if this was changed or if it is only for certain books. Hope this helps!