Baen Books has an interface that I find works well (as a consumer). When you buy a book -- or if it's one of their free books -- you get a download page with links for all the formats they support. Here's an example from their free library (so this link should work for everybody). The page is persistent; if I buy a book from them and download, say, the Kindle format, and later I want to read it on a Nook, I can just go back to the page and download that format. This does mean that users have to create accounts (to track this), but (a) you can make that lightweight and (b) you might have done that to support the purchase anyway.
I would advise against sending all formats in a bundle. For the phone case, in addition to the problem of users not knowing how to unpack it, you're sending several times the volume of data the person actually needed, which could annoy people with lower-usage data plans or frequent purchases.