The Scottish Chiefs by Jane Porter

Amazon | Project Gutenberg
A sweeping, dramatic adventure novel—a fictionalized telling of the exploits of William Wallace and Robert the Bruce in their fight for Scotland's freedom in the 14th century.

Captains Courageous by Rudyard Kipling

Amazon | Project Gutenberg
Fifteen-year-old Harvey Cheyne, the spoiled, obnoxious son of a millionaire, falls overboard from an ocean liner and is picked up by a fishing schooner—and for the first time in his life, stranded far from everything he knows, is forced to work for his living and learn to get along with his companions. A classic sea adventure tale, full of humor and vivid, memorable characters.

The Scarlet Pimpernel by Emmuska Orczy

Amazon | Project Gutenberg
Perhaps the first tale of a dual-identity hero, The Scarlet Pimpernel tells the story of Sir Percival Blakeney, whose frivolous, dandified persona masks his secret life rescuing French aristocrats from the guillotine under the name of the Scarlet Pimpernel; and the beautiful Lady Marguerite Blakeny, who is blackmailed by an enemy into uncovering the Pimpernel's identity—unaware that it is her husband.

Westward Ho! by Charles Kingsley

Amazon | Project Gutenberg
A splendid novel of adventure in the Elizabethan era, following an unforgettable band of English explorers as they combat spies at home, trail an enemy to the uncharted new world of South America, and eventually face a final reckoning in the battle with the Spanish Armada.

Treasure Island by Robert Louis Stevenson

Amazon | Project Gutenberg
A beloved adventure novel and probably the most famous pirate story ever written—with good reason! When a map to pirate treasure unexpectedly falls into the hands of young Jim Hawkins, he becomes part of a voyage to retrieve it—a voyage that turns into a dangerous adventure of mutiny and battles with the pirates who are also determined to get their hands on the treasure.

The Last of the Mohicans by James Fenimore Cooper

Amazon | Project Gutenberg
In Cooper's classic novel of adventure set during the French and Indian War, an American scout and his Indian companions, the two "last of the Mohicans" of the title, attempt to protect the daughters of an English officer from hostile Indians throughout the events leading up to and following the massacre at Fort William Henry.

An alternate Project Gutenberg edition includes the illustrations by N.C. Wyeth.

Ivanhoe by Sir Walter Scott

Kindle | Project Gutenberg

In an England in turmoil with King Richard the Lionhearted absent, Sir Wilfred of Ivanhoe struggles to regain his inheritance and his true love amidst political intrigue, kidnappings, jousts, and more. One of the most splendid old swashbuckling adventure stories, with a many-layered plot and dozens of colorful characters!

I haven't read through the free Kindle edition from cover to cover myself, but I've paged through it and it appears to be cleanly formatted, with a linked table of contents, and epigraphs, poetry etc. included. The customer reviews don't mention any formatting issues. The "with images" versions of the Project Gutenberg edition have illustrations by Maurice Greiffenhagen.