Yep, I too take a pencil to my books. The margins are usually big enough, its super easy to see, and if they errata the errata, you can erase.
At first, I was loathe to write in the books, but then I decided, what the heck, I bought them so they're mine. I was much better off for it, since it was fairly easy to keep up with the errata when you're just pencilling it in.