TLDR

Probably anything will serve, but I would recommend either a Kobo or a Pocketbook for they seem more open (or maybe Onyx, I don't know this one!). I only ever dabbled with two devices though so I won't claim I know a lot about the subject. You want to read books with ideally the epub format.

How to read pirated books

Download the book, connect the e-reader via USB (maybe can be connected in other ways but wtv), copy and paste file, done. (Or use Calibre to manage your library and not do this "hard" step manually).

When you open your device, you will find the book there and you can read it. For any practical purposes this is the most straight forward and means it may not matter that much what you choose. This is to say, provided you find the books you want to read somewhere online, you shouldn't have troubles reading it in an e-reader. This works in all e-readers as far as I know.

E-book formats

Kindles used to support less formats, specifically not epub which is a book format. They did support mobi which was a good alternative. I read a while ago that they were going to start supporting epub but no idea if it's the case or not.

Epub is the open format that I go for and probably the best and most compatible. You can edit epubs by modifying HTML and CSS actually, if you know how to open them (hint: Calibre). This, to say, I considered supported book formats to be relevant but maybe they're not a big problem either.

Edit: Looking at this, it seems that Kindles still don't support epub. They do support mobi though and like @boredsquirrel@slrpnk.net said, we can convert epub to mobi fairly easily, so it's not a deal breaker, just one restriction that I would personally not want to bother with.

Openness/customization (KOReader)

KOReader is a third-party software that you can install on e-readers to provide a more customizable experience. I'm not going to try to convince you it's good or not, nor that you should install it. I installed it only a couple of months ago.

I'm mentioning it first of because you may be interested but also to point out at its installation method in Kindle, Kobo and Pocketbook. (They also have installation method for Android which I'll leave out because Android, and Cervantes and reMarkable which I'll leave out because I don't even know what these are).

Kindle has to be jailbroken, Kobo seems fairly straightforward with maybe a minor annoyance step and Pocketbook seems straightforward. I have a very old Kindle that I don't know if it's supported (didn't check, cba), and a Pocketbook Touch HD 3. I delayed trying KOReader for a long time because I assumed that it would replace my Pocketbook's stock software and it serves my purpose well, but on a second glance more recently I realized that the installation steps (copy + paste) didn't override a single file in my device and KOReader lives side by side as an app in my reader.

For that reason I would suggest either Kobo or Pocketreader.

I forgot about Onyx which @neshura@bookwormstory.social mentioned - I only became aware about these recently. I suggest you take a look into this as well, it looks decent but I don't know anything to comment.

Models

I don't have specific models in mind.

For my more recent Pocketbook purchase, I wanted something closer to 6-7 inches, 10 is too much and I wanted to have physical buttons to turn pages and not just a touch screen. The button requirement limited my choices heavily. Looking back in hindsight I don't use these buttons, I don't need them, but my first device had no touchscreen so... :).

I didn't like the position of these buttons on the Kobo Libra 2 or whatever (and maybe it was also too big?), and those were pretty much my concerns.

My model of the Pocketbook was already an "old" model when I got it. My only concern mildly related to piracy was: Does it support epub? But that's not a restriction - you can read other formats.