I usually carry PDF X-Change on my usb, along with some pdf books I need in my work, or something I like reading in between.
But the thing that buggers me is the fact that you cannot save bookmarks or leave pretty much anything related to a file without screwing up the file. So what I'm interested is this - is there somewhere out there a pdf reader that /like video players/ enables you to save bookmarks, leave notes and such, but doesn't save them in the file itself, but somewhere in its own directory. So you don't mess with the original file, but still have your way to easy continuing where you left.