You can use the stylus to jump to the middle of the document, which gets you approximately where you want to go. For most large PDF documents, I've found this to be a fairly efficient way to navigate; for large scanned documents, it's slower, but not painfully slow.
If you close a document then reopen it, the reader does start again on the last viewed page, and remembers the zoom settings too, even if you've opened other documents in the meantime.
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