Ah, then I guess it depends on how the applications themselves deal with annotations. I remember last year or so I used Foxit Phantom to fill out some multiple question exam preps and GoodReader (iOS) could only see the PDF, not the stuff I wrote on top (the annotations).
Experiment with different programs. My best guess would be Amazon's app, coupled with "Kindle for PC" (
www.amazon.com/gp/kindle/pc), except... converting PDF to a Kindle-friendly format (.mobi or .prc) won't be pretty. Always keep the originals.
Edit: Or you could stick with PDF, as long as the annotations are saved (and read) properly in Foxit/Adobe Reader, etc.