You do not need to preload before you go. They can plug into your computer with a USB cable. You can then buy from Chapters or Amazon or borrow books from your library on you computer from where ever you can get internet access while on the road then plug the book reader into the computer and synchronize the new books to it.
If you are a little tech "nervous" I would personally recommend the Kobo. Chapters are really good at helping you choose the right one. After that install the Kobo app to your PC and you can search, purchase and sync books easily and automatically using the USB cable. You will also not have to worry about what device to get with Overdrive for your Library, it will work with all models of Kobo. Many libraries will even teach you how to use Overdrive with your Kobo.