[Quoth]

Some are useless, Kindle is useable, Kobo is best:

Kobo, any model with current firmware.
Calibre (free on Mac, Windows or Linux, but you can use Paypal to show appreciation)
Then Kobo utilities plug in per book into clipboard copy / paste. The Annotations plug in scans multiple books and supports Kindle (though not as well, limitation is Kindle) but it adds the annotations to the Calibre database of Metadata (though you can export that too).

I used the Kobo H2O original for a few years and now use the Kobo Libra.

I found the Kindle limited and the Sony PRS350 needs the awkward Windows program, it's obsolete anyway. The Nook Simple Touch seems useless for annotation.

I've saved over €1000 of toner & paper on proofing. I've used the Kindle PW3, Kindle DXG, briefly the Sony PRS350 (horrid) and three models of kobo. I had a S/H Kobo Touch for a while and it had a poor screen but did annotation the same as the two Kobos I regularly used.
I pretty much now use the Kobo Libra exclusively to read and proof/annotate. I use the other ereaders to test ebook formatting. Far superior to the Kindle and the speed to select has really improved on recent Firmware.