I don't know what exactly you are looking for, but I'll tell you the book readers I've tried. There is Freda which is pretty good but doesn't read PDFs. I also liked BookReader; simple and easy to use but it also doesn't read PDFs. I think the only one I have tried which supports both EPUB and PDF formats is Nook. They all will keep your place in the book, so tell me what you think if you ever try one of them.
I have never thought about this possibility. Reason being that when I read PDFs, I normally finish them all in one go. Now that you have mentioned it, I am going to try out some of the PDF readers on some lengthy novels. Then I will know if they have a bookmarking option or not. Maybe it's a good time to get a PDF copy of the Harry Potter books. I have watched all the Harry Potter movies many times but never got around to reading the books. Perhaps with a good PDF reader I will feel encouraged to read through the whole series.
A really good PDF reader that has the feature you've described is Foxit PDF reader. I wrote about it on another thread. Foxit reader can retain the position of your book, and it can actually do it with multiple tabs. So, you can have many books open at the same time, and it will save what page you're on for each one of them, when you close the program. I've noticed that sometimes the position gets deleted, though.
Foxit Reader is also available as a portable version, and it's even possible to do some basic editing with it. And also, it's free. There's a paid version with some additional editing features.