I know two apps that can handle both ePubs and PDFs: iBooks and MarginNote.
iBooks is a a pretty decent reader app if you don't want to customize your experience too much. It does everything you mention, though I don't know if it can handle annotations on PDF files. Probably not.
MarginNote is a less reliable and polished app. It is still under development and has issues (some things are very slow). But it's very useful if you read books with a lot of notes. And it does allow you to annotate PDFs.
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