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As a reader I like to have them at the end of the book in one or more separate xhtml files so that I can easily copy them into a separate book and read text and notes side-by-side on two readers (tablet and phone).
I often photocopy the footnotes from paper books, with ebooks I've even printed them.
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Wow. I love reading the notes (provided the author has put in some gems and not merely citations, though if I'm particularly interested in a subject I will read citations too). But that's a level of devotion I've not yet reached.
In a print edition, which I favor for serious books, I read with a spare finger or a Post-it note for easy navigation to the notes. In e-books, I mostly ignore them, or at most glance over a few pages of them from time to time.
And in writing a book, I take particular care to make the notes section a goldmine of useful nuggets or just plain glitter.
As for FOOTNOTES, I no longer use them in the print edition. I either work the information into the text or banish it to the back to enrich the other notes. They're usually self-indulgent anyhow.