There are several PDF readers that remember the last page read on the Android market, however there is only two I would recommend.
ezPDF and Repligo. Repligo has annotation and renders the page faster and is also my choice ..
EZPDF cost $1 and Repligo cost $5(it has been on sale for $2.50.
If you are also looking for an office app, thinkfree has a decent PDF reader but not as good as the other two.