Some I have, and extensively. Some I do not.
I love Goodreader for iOS. I have various game books and my character sheets on my iPad, and I can annotate them ad nauseum without messing up the original copy. 4e power tracking gets easier when I can tap my character sheet and put a big red slash mark across a used power.I used to mark and highlight my books willy nilly, but stopped once I made the move to pdfs. If I actually used the books more when I played, I'm sure I'd mark them up more, but in general the things I used to use the books for have already been moved out of the book to my laptop/DM screen, or are on my character sheet.