You can use the following tools in Linux, to annotate PDF files:
1. Xournal from http://xournal.sourceforge.net/
2. Evince on your Gnome Desktop
3. Okular (see this post)
I tend to go with Xournal. Xournal and Okular support highlighting text, whereas evince currently has the ability only to add text. The above tools can also be downloaded from your Linux distribution’s packages repository.
If you use Windows, you could try PDF X Viewer. The free edition supports annotation of PDF files. You can launch it from Linux using Wine or use it on your Windows desktop.