from the WWDC 2010 anouncements, even though i hate to recommend it, the iPad can now do annotations on pdf( i think :-) ) . You may also look at the ASUS eee tablet which was announced at Computex 2010 last week, it's probably the best e-reader with ability to take notes etc.
my two pence.
Asus EEE Tablet : http://armdevices.net/2010/06/01/asus-eee-tablet/
Also checkout http://armdevices.net/category/e-readers/