What I've found out, in a nutshell:
Kyobo and 
Yes24 have ePub and PDF format books available, but they use a Korean DRM (digital rights management) that only works with certain devices.
Book2 and 
Nuut use Adobe DRM, which will work with many ereaders.  
I believe the Nook can display Korean if you add a Korean font.  They might work on the Sony ereader as well. 
ePub books can be converted to read on a Kindle, but it involves stripping the DRM, which is illegal, so we won't talk about that.  The 
Korean font on the Kindle 3 is really horrible, and as of now there's no font hack available.  There is a font hack for the Kindle 2, so it might be possible to add a Korean font.
You can read books from any of these stores on your computer.  (If, you know, you don't mind reading off a computer screen.)  Kyobo and Yes24 both have their own viewers that you have to install.  I wasn't able to test for Mac compatibility.
 

 
ePub book (with Adobe DRM) in 
Calibre viewer.
I liked the layout of Yes24 best, as far as actually finding things, but wasn't able to buy a book from them since their credit card verifier-thingy seems to be rather limited.   Kyobo seems to have the most selection (and I'm a fan of Kyobo in general, having been in their stores many times).  If I were really serious about Korean ebook reading I'd have to buy a reader that would work with the Korean DRM.  The other stores just don't have as much available.