Every Penguin Classics ebook (epub format) that I've purchased or seen matches the content of the paper book in footnotes/introduction/etc. Often, I'll download a sample of the book (through Barnes and Noble or Amazon -- you should be able to check out either with their PC software without making a purchase) -- in order to preview the specific formatting and content.
Interestingly, the Penguin edition of Ulysses is currently at Amazon for less than a dollar...
http://www.amazon.com/Ulysses-Pengui...=AG56TWVU5XWC2
Text is also at Gutenberg/Feedbooks though of course without the introduction and possibly a slightly different edition.
Checking out at "look inside the book" to see the paper editions, this version doesn't seem to have footnotes even in paper form. There's a separate "Annotated Edition" that does yet not appear to be available in ebook form.