Man, I used to hunt for those everywhere back in college when my budget was ramen-noodle tight. Legally free stuff is out there if you know where to poke around. Project Gutenberg is the classic for public domain titles—think 'Frankenstein' or 'Pride and Prejudice'. They have multiple formats, ePub and PDF included, no strings attached.
Some authors and smaller publishers will give away the first book in a series as a loss leader to hook you, usually straight from their websites. I grabbed 'The Lightning-Struck Heart' that way. Also, don't sleep on library apps like Libby or Hoopla; you link your real library card, and you can borrow ebooks that download in those formats through their apps. It's not 'free' in the keep-forever sense, but it's free at point of use and totally above board. Just have to wait for popular holds sometimes.
As for those shady sites that promise every new release for free... yeah, I've wandered down that rabbit hole. The files are often poorly formatted, packed with malware, or just plain wrong. Ended up with a 'A Game of Thrones' that was just the first three chapters repeated sixty times. Not worth the risk or the guilt, honestly.