I switched from Kindle to Kobo a few months back and personally find sideloading via Calibre MUCH simpler than Kindle's "personal documents" email approach. Especially since Kindle doesn't treat "personal documents" as "books", making collections even more fiddly.Also, you mention sending epubs to Kindle, but Kindle doesn't accept epubs?

On the annotations issue, there are plugins for Calibre that let you export these from Kobo, if that helps.