I have been using the Scrapbook add-on (see screenshots and manual here : [1]) in Firefox [2] for many years for this; it saves the web page to your local hard disk, and there are several types of annotations that you can perform on the saved page. One trick I use is to first run Readability on the page to get a clean version, and then save that to Scrapbook. With full-text and comments-only-search, this add-on, all by itself, kept me with Firefox even during the dark period when Chrome came in and thrashed Firefox on performance :-)

I used to use diigo.com, which does the job quite well, too, before I discovered Scrapbook.

[1] http://amb.vis.ne.jp/mozilla/scrapbook/ [2] https://addons.mozilla.org/En-us/firefox/addon/scrapbook/