My personal preference to read pdf and ePub is iBooks. It's not perfect but it works for me, and it keeps my iPhone and iPad in sync, at least for ePubs (I rarely read PDFs).
Not sure I would recommend GoodReader to read PDFs unless you want to annotate them (and there are better apps even for that). It's a great file manager but the interface is clunky and it's slow to display large pdf files.
I just made a test and iBooks on iPad remembers the place I was reading in a PDF. There must be an option somewhere to activate this, but it might be in iTunes. I can't see anything in the iOS settings app.
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