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No reader for the next few years is likely to fully support epub3, and no doubt each will not fully support it in a different way. So if you want a reader now, don't worry about it. It is like computers. If you wait everything will be better and cheaper, but then you won't have anything in the meantime. Also few documents are being created for epub 3, for lack of devices.
Most ereaders support pdf files, from I can see on the web. I'd think one key for you is how well they navigate back and forth to and from footnotes. My little Sony PRS 300 can jump back and forth, if it is programmed into the document, to and back to a given location. It lacks a back button that allow you to return to where you jumped from. You can remember a page number where you jumped from, but it could be quite annoying.
You are also likely to want a larger device, so you can have illustrations and a fair amount of text, plus footnotes all on one page, like a book.
If you happen to live somewhere you can go to a store, that seems like the best choice where you can look at them and see which is going to work for you.
On the document end, you might want to search around your field of interest and see if you can find documents you might be interested in and see that they are available in pdf. If everything in your field is epub, it could be annoying to have bought a Kindle and have to convert everything to epub from mobi.
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