KDE document reader Okular doesn't just read multiple document formats; it also allows you to add annotations to files as you read them. Note that to get this functionality, you need version 0.8, which is in Ubuntu Karmic, or Debian Squeeze (see my howto if you want to install this on a Lenny box).
To bring up the reviews toolbar, go to Tools->Review. You'll see various highlighters, drawing, and note options down the left-hand side of the document window. Be warned that the inline text annotation option will hide anything underneath its box. Right-click an annotation for a context menu that allows you to delete it or add a pop-up note. You can view all annotations by clicking on the 'Reviews' tab on the far left of the Okular window.
There are a couple of limitations. There appears to be no way to hide annotations, which is a little irritating. Some PDFs may have DRM features, which mean that you can't make annotations -- although there is an option under Settings->Configure Okular to ignore DRM restrictions.
To share an annotated document with someone else, you'll need to export it as an Okular document archive from the File menu. The annotations aren't kept in the file, but in ~/.kde/share/apps/okular/docdata/, so if you just email the PDF to someone else, the annotations will not go with it. The advantage of this is that if you want a clean copy of the PDF, you would just rename it or copy it, and the new copy will be annotation-free.
If you've ever felt the need to scribble notes on your PDFs without bringing dead trees into the equation, Okular is well worth a try.
Juliet Kemp has been messing around with Linux systems, for financial reward and otherwise, for about a decade. She is also the author of "Linux System Administration Recipes: A Problem-Solution Approach" (Apress, 2009).