There's no problem in downloading them directly to your iPad using 3G or WiFi - using a third-party app such as GoodReader. You can then open them in whatever ePub reader you have installed. Alternatively, if you've got them on your PC, GoodReader can transfer them directly to the iPad over USB or WiFi without the need to involve iTunes.
Check out GoodReader at the App Store - it gets universal recommendations from users and it can do a whole load more too.
Tim