There is no commercial site that lets you simply download the books, unfortunately. You always have to read them through the site’s app or the site’s device.
You can access a lot of stuff on Aozora though, it’s even free of charge. But it’s HTML pages only (which you may process to your liking and turn them into PDF or EPUB for example).
Here is some information about the contents of that site: Here, Have a List of Aozora Books by WK Level