All Kindles can take notes from within a book/PDF.
They will be synced between any devices you have, if bought from the Kindle Store. (So you can use Kindle 4 PC to read the notes.)
Additionally, Kindle devices (but not the apps IIRC) will save all notes you make, into a file called "My Clippings.txt" which you can copy off your Kindle to your computer.
Other devices have their own ways to save your notes, I believe the Sony can upload them to Evernote?
However, the only way to take notes from a blog post is by hand, unless you use something like the Send to Kindle app to turn the webpage into an ebook and send it to your device.
calibre can download news articles from many sources using community-developed news recipes, and transfer them to your device.
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