For text heavy books I use a Sony PRS-300 eReader. The e-ink is much better for eye strain and the PRS-300 does a fairly good job with PDFs as well as EPUB formats. If I want to copy text I have whatever's on my Sony on the laptop I sync it from so can quickly open it up there but with the reader it's not taking up screen real estate and I can have a bunch of books on there. I can put my annotations on Evernote if I want to.

I also use iBooks on my iPhone and can sync my books to that too, it's nowhere near as good to read on but on a croweded train it's the best given the space available.

For particularly graphics heavy docs, or where colour is important I use my laptop and Foxit PDF or Calibre. This is my last choice.

My favourite by far is the Sony.