Try Amazon or Barnes& Noble.
Purchasing chess ebooks

You're not likely to find PDFs of any books on Amazon or B&N. Both of those sites push their own proprietary e-readers and, as far as I know, only sell e-books in their own proprietary format. You might try Everyman Chess, although I'm not sure that they sell in PDF format. Most of the e-books through their site are, however, bundled in multiple formats, so maybe.
Thanks for the suggestions. I will check out Everyman. Maybe I should consider giving Amazon or B&N's e-readers a try too.

Instead of pdf (which generally aren't good for e-books because of text reflow issue), try searching for epub. It is an open standard that many e-readers support. In fact, Safari books online used to allow you to buy books in epub format (not sure if they still do), which you can take to any e-reader.
If you are looking for an e-reader (i.e. e-ink display), between B&N Nook (do they still make them anymore) vs Amazon's Kindle, go with the kindle e-readers. Nook e-readers can't access the Google Play store and can't read Amazon's kindle e-books. Amazon has the cheaper e-book compared to B&N.

Try Project Gutenberg online. They have some old chess epubs for free. So far I've found Capablanca's Chess Fundamentals, the Blue Book of Chess by Howard Staunton, and CHESS HISTORY AND REMINISCENCES by H. E. Bird. There's few by Ed Lasker too. Also several on checkmates but don't work.
Can anyone recommend any sites or online sellers where one can obtain chess e-books (PDF in particular) legally, i.e. purchase them?