Not enough reputation to vote up yet, but I tried a few solutions and liked Reid Beels' suggestion the best. Mac's own Preview actually works really well when working with multiple documents. I would even say that it's better than the tabbed approach (I tried both MightPDF and PDFNut) as I would often work with 15 or so pdfs all opened, resulting in tabs that no longer display any coherent information. The thumbnail on the side approach of Preview allows me to scroll through and easily locate the document I want. Also, any annotations made will stick if you go to the print menu then on the bottom left corner, change to "save as pdf..."