Evernote has very good PDF support but you need a premium subscription to make it actually useful. I clip PDFs to Evernote and annotate them all the time.
As far as I can tell, there's really no functional equivalent to what Evernote does: a bucket you can throw data into and search for it later. OneNote probably comes closest from a purely note-taking standpoint, but it's missing some of the key features. This makes me a little nervous, as I now realize how reliant I am on a tool that I have very little confidence in.
[1] https://twitter.com/larrywright/status/643495960480509952