The issue here is largely caused by Apple's change to the Document model introduced in Lion, with changes to the document being auto-saved. While this behaviour is desirable in, say, a Word processor, it's not so desirable in an app like Preview, which is often used for Viewing originals that should not be edited.
You can turn off Apple's Auto-save in Preview with the following Terminal command:
defaults write -app 'Preview' ApplePersistence -bool no
As a result, if you accidentally click on the document and create a Text Annotation, the change will not be saved unless you manually save the document.
EDIT: This no longer seems to work in Mojave and upwards. If you truly want a read-only PDF viewer (or one that requires explicit saves), you may need to use another application.