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Originally Posted by Psymon
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That's not a bad suggestion, actually -- and I have seen books done with footnote markers done up like that, too (although generally they're done with superscript). I can see that that's more "clickable", though, for ebooks. I might consider doing that. 
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If you're doing your own books, then I recommend it. Most of our clients want the superscripted numbers. But I personally like the more-clickable links.
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I don't know if this'll help anybody, but I ran into issues re line height, etc. when I was doing web design, and finally came up with some styling that seems to work great and not interfere -- and on top of that, the percentages are all perfectly conforming to/with the "golden section", and thus look good, visually, too. 
If you do need to use superscript -- whether for footnote markers or for any other reason (perhaps you might want to have, say, the abbreviations for "Dr", "Sr", etc. written with the "r" in superscript, just to get fancy-schmancy) -- then maybe what I came up with will help others, too...
sup {
font-size: 76%;
line-height: 100%;
vertical-align : 38%;
}
62% for the font size would be more "perfectly" in line with the golden section, of course, but I found that a bit too small for readability in some cases/contexts, and thus went the next step up (still within those "golden" parameters).
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The line-height and the vertical align won't really work for Amazon (yes, I know that this is the ePUB sub-forum). and I think v-align is dicey at best. We've tried various solutions like that, with varying degrees of success.
Vis-a-vis the endnote, chapter-note issue. There are millions of low-power devices out there. Millions of them. In fact, "more serious" readers, as far as I can tell, seem to be more likely to have the low-powers, as well as also having tablets or tablet-like devices for other purposes. So it behooves you to keep those in mind at all times.
For a massive book, you might consider different endnote sections, to ameliorate the "load one giant endnote file" issue, as someone else suggested, Ch1 endnotes, Ch2 endnotes, or do the footnotes as, I think, mrmikel suggested, with jump-past links.
Vis-a-vis the other question, which isn't a bad one (I've asked it myself)..."how do it know?" That's an interesting question, isn't it? How does the device (say, a PPW) distinguish between the links in the TOC, versus footnote lines? My answer is, PFM, which means Pure Freaking Magic. Whatever the distinction is, it certainly seems to work. TOC items don't "pop up" as footnotes do.
Hitch