Highlighting PDFs in e-readers
I have the standard Kindle (the cheapest one) and it lets you highlight both pdfs and epubs.

However putting pdfs in your ebook can be quite annoying as the size of the page may not match the size of the ebook and it forces you to zoom and move constantly.

I've seen classmates being a bit more efficient than me (struggling with Kindle pdfs) with their iPads combined with both GoodNotes and Adonit Jot Pro.